Thats the grey area of selling digital, is that credit card companies still have their head up their asses and are about 1000 years behind todays technology. They are geared towards physical goods and will treat digital items as physical items. The only way you can provide it is via the IP address of where the transaction took place to the transaction of the general area of where that IP is. Even though you can pinpoint the IP to the town and state, you have to use other information on the sales order to confirm it. Even if the credit card has a valid CVS match. You might consider, after a digital download, spend the $.30 for CD Rom and placing it in the mail and shipping it out with deilvery confirmation to prove the item was in the buyer's physical possession.
Another thing you can do is place some sort of serial number validation that the buyer has to have an internet connection to check the serial number or product key. the second he pulls any crap you can ban the serial number and the software will be useless to him.