I don't know if
dx.com, "DealExtreme" is what jillian means by "DX Warehouse", a name I haven't heard before.
That said, I've bought from DealExtreme several times happily: sometimes the stuff itself is crap (caveat emptor), but they seem generally reliable as a retailer, although low-rent: orders can take a while to fulfill, and I've heard of other minor issues, like getting a similar but different product, but they generally seem to resolve their issues and I've never heard of fraud concerns.
I think I've always paid them via Paypal, so I've never gotten such a request for ID on a credit card. That said, asking for a scan of card and drivers license is a not-uncommon way for online merchants to control credit card fraud; I've seen it before. Given the fact that DealExtreme is a real business that's been around for a while, I personally don't think it's very risky to send them that info; your mileage may vary.
Of course, if you mean some other business by "DX Warehouse", I have no info.
- Tim