If you're going to make out of the ordinary purchases for overseas, or travel overseas, you always want to call your bank ahead of time. This is a standard operating procedure, and nothing to complain about on Slashdot.
Even that doesn't ensure that you don't have problems. We used to use HSBC. As we found out, their fraud detection algorithms are terrible. I returned from a trip to Mexico to be greeted by a flurry of voice mails from them telling me to call them and that my card had been shut off. I called them to straighten things out and was told that I should have called them before travelling to Mexico. I asked them where they would look to find this information and he responded that he would look at my customer account and in the comments section it would say..... Oh. I see you called us to tell us you'd be traveling in Mexico.
That wasn't the first major fubar on their part and a week later I cancelled the account.