Only season one is available on DVD currently. As for ordering online, go to
http://www.amazon.com - it's perfectly safe. There are others, but I only know the British ones, so I'm sure somebody else can offer suggestions. So long as there's a little padlock at the bottom of the screen when they ask for your credit card details, you're fine. I almost always buy DVDs, books etc, online now, given the extortionate prices in ordinary stores, and I've not had any problems yet. Must be four years and counting since I started using amazon.co.uk.
Okay, now I'm having my first ever superstitious moment, and am thinking of going in search of some wood to touch!