Banksafeonline.org.uk, a site run by the UK Payments Association, APACS, is the place to report fraudulent emails from people pretending to be your bank. They keep a record of all of these scams and try to stamp them out. They also have lots more useful advice on how to keep safe when shopping online.
If you find you've become a victim of fraud, whether online or not, always contact your bank or credit card issuer straight away. In emergencies you should also contact your local police. Get the card stopped so it can't be used until the problem is sorted out.