It's a tough question to answer due to the volume of company's that use the internet to offer goods, However the vast majority of these company's are fully reliable but it always good practise to ensure yourself of this fact before using them.

Often people have problems with all sorts of company's (not just net based ones) so someone's recommendation is no guarantee that you will have a problem free experience.

UPDATE: http://www.dvdguide.co.uk/ have a section reviewing European based online retailers, it might be worth a look.