I don't have any experience of that particular site, but it is perhaps worth mentioning that the only two software packages I've bought online have been a DVD - DivX conversion programme and Style XP.
In both instances, I've since wiped the hard drives and have had to request new activation numbers. The DivX guy is from Taiwan, doesn't speak terribly good English, but he supplied a new number straight away, some nine months after purchase.
I haven't tried Style XP yet, though I'm assured they're honourable, but I better hurry up as I bought it last June and I think after one year I have to pay again.
I don't actually use that DivX programme anymore, I found free software that does the job just as well, though not so simply. And I bought a DVD burner as well, so don't often need DivX anymore.
It all depends on the online vendor, really. If you're paying for a download and the software doesn't work, you're at risk, I suppose. But from what I've read, most online vendors appear to be honourable, word soon gets around if they're a rogue.