First, you want to protect your card number from being stolen. This can happen via dumster diving or online. Magstripe cards can easily be copied, so watch your card carefully during a transaction, and put it back in your wallet immediately after. When buying online, choose Web sites carefully. If you've never heard of the site, do a search and find out if the company is legitimate. Make sure to look for "https" in the URL bar when making a payment transaction (See, How do I know I can trust a Web site?).
Another option is to use a free third party payment tool like PayPal, an eBay company (See, What is PayPal?), instead of giving your credit card information to a Web site.
Lastly, always remember to monitor your credit card statements for any fraudulent activity.