Note that the suggestions below does not make it 100% safe:
§ Call the customer at home.
§ Ask the customer to fax/send a copy of his ID along with a confirmation of the purchase.
§ Ask the customer to send you a copy of his latest paid credit-card bill.
§ Ask the customer to send you a copy of the credit card.
§ Ask for the customer's permission to run a check to see if s/he is creditworthy (or just match name with address).