American Express used to do this to me all the time and then I called them and politely explained that if they blocked my card again, I wouldn't be using it anymore. When the agent told me to call in to validate the transaction while I was in line, I said, "So you want me to call you and wait while holding up a line instead of just pulling out a different card? Seriously?"

Anyway, after that call (I think I spoke to a supervisor), it has never been blocked again - not once.