Allofmp3.com does sell music in Russia. I think that's why people are concerned with buying music from them. People associate Russia with phishing, identity theft, payment fraud, etc. (Right or wrong, that's the perception.)

So it's not that Allofmp3.com is doing anything illegal - when you visit the site, you are buying music in Russia, with the sales transaction executing on a server somewhere inside that country. I would just wonder how secure my data is when I do it. (In fairness, I've never read or heard about them doing anything improper.)

I've thought about using them, I just haven't gone through with it yet due to those nagging concerns about security, even though they are probably unfounded.