If you don't know the business you're dealing with, ask for and verify references. Check the Better Business Bureau in the town where the business is located to see if there are complaints registered. Another resource is the National Fraud Information Center. Another common problem on the net is harassment. This can range from unpleasant remarks in a chatroom or news group, to annoying or threatening e-mails to harassing telephone calls, and, possible but rarely, to face to face confrontations.
Common sense is the best preventive measure here.
Use a neutral screen name. Hot to Trot may reflect your interest in jogging, but it will attract a lot of unwanted attention from those who take a different meaning. Lurk before you leap. When viewing a new news group or entering a chat area, read the posts for a while before contributing. If you are not comfortable with the comments and language, leave.