use a one time card... visas and mastercard both let you do that now i believe... you prepay and it has a set limit, its only active for like 24 hours and only for online purchases... i don't have the full info, but thats what the guys from penny arcade did, cause they were wary of it too...
that said, the site has EVERYTHING (all the random scandavian death metal i could want even), and its cheap... like 5-10cents a song... you can even get the uncompressed wav files if you want