Have you ever received a letter in the mail from a vendor detailing that their database, which contained your credit card number, had been comprised? I have. In fact I have received a number of them. This is always very frustrating. No matter how you try to protect yourself, there will be those that will find a way to get what they want.
To better protect yourself online, check with your credit card company and see if you can get a virtual number. This number is valid for only one purchase (you can create new ones as you need them). This way, if the information is stolen, your actual credit card number will not have been stolen.