Well, I always thought that since it sends info through proxy server, a proxy server admin can access to that data. :c
Anyways, its a credit card which is going to expire in few days, and it has changeable limit, which I always keep around the sum of purchase cost.
And I need proxy to buy the game at all since only few countries can buy it. :c
And proxy can save money also. (UK site is 5£, while US site is 5$) :D
So, I'll go ahead and use proxy to buy 5$ Saints Row 2.