Most sites choose to have their order forms encrypted, using SSL or something of the kind. As discussed above, if you use an encryption technique, make sure it's working perfectly, and test thoroughly to make sure there are no error messages or other funny business - if there are, it will have the opposite effect of what you want. Your order page should state that you have encryption enabled. In this litigious age, however, be careful what you say about site security. But then they probably have a dozen security experts, and two dozen lawyers, on staff.
Some retail sites go so far as to include a little FAQ about e-commerce security.
Or some such. 4 - People are afraid they'll get poor customer service from an online merchant. Customer service is a critical issue for online merchants, and will be the biggest factor in determining which e-commerce sites thrive and which take a dive. Make sure your customer service is the best it can be, and proudly trumpet the fact. If you offer a money-back guarantee, or a liberal return policy, give the details right there on the order page. 5 - People aren't sure what a particular link leads to.