I would cancel that credit card and get another number. Then I would open up a credit card account to use only for internet purchases. You can have your bank set a fairly low limit on the card which will keep people from being able to run up large charges if the number gets stolen.
That's what I do. I never use my regular card on the internet and when I purchase from e-bay I use PayPal exclusively, unless the seller doesn't except PayPal and then it all depends on his feedback score. If it's very high then I'll buy from them and send a money order, if not then I just don't buy.