I personally do use allofmp3.com. I was scared to try my cc there too. I only did it because my brother in law has been doing it, and he know people who have been doing it. allofmp3.com supposedly uses a well known purchasing site which actually handles the money transaction. As far as I know, there haven't been complaints.
I have now charged 3 separate transactions to allofmp3. They show up on your cc bill plus an exchange fee ( like .45 cents) for changing dollars to Russian rubles. So far, I have not seen any errant behavior on the card (it's be a year).
allofmp3 is WAY addicting. I like the fact that is not definitely illegal. You are really making a purchase from a Russian business. Because the $ to ruble exchange rate is so awesome (for the US) right now, that is what makes it a bargain. They don't have everything, but they get most of the new stuff. Unfortunately, I'm looking for a lot of old stuff.