Use your common sense. If it sounds too good to be true, maybe it is. If it sounds reasonable and you've heard their name before, or been to the web site before, chances are they're ok. Use your judgement and you'll probably be fine. The key to remember is that the internet is very similar to the real world.
Most people are pretty honest, but a few are thieves.
If you wouldn't deal with someone in the real world, don't deal with them on the internet. One last thing, if they have a very large, very professional web site, it probably cost them a lot of money. Not unless you load some software that is designed to transmit your data to them. If you download a software package someone wrote in his den, there is alway the possibility that he could set it up to transmit information about your computer. Unless you're paying thousands of dollars per month for your internet connection, your modem would be way too slow to transmit everything.