When buying online, there's always room to get burned. It's one of the risks, but the reward is generally finding better prices. Once you send the seller your money, you're sort of in the breeze hoping he'll send you the gun as promised. Sure, he could screw you, but it would get back to him if you have his name & address (which you usually do since you have to ship your money there). I agree that talking to the guy on the phone is a good idea.
Personally, when I bought a gun online, I was nervous after I shipped off my postal money order. But, I did have the guy's name, phone #, and address, so if it went bad at least I had that going for me. Plus, I wouldn't buy a really expensive gun online. A few hundred bucks is a lot of money, but if I got screwed and lost it, I could recover. But if I were buying something like a Barrett, I wouldn't buy it online.
Just my $.02....