Unauthorized charges made to credit card

I'm asking this for my grandmother.

I'm still unsure about what happened, but apparently someone has been making small charges (less than $10) to her credit card. Although, there was one charge for around $70, but everything else has been mostly around $2. It's the credit card she only uses for buying things over the internet. The odd thing is that some of the items were shipped to her address! There were charges for photos (which were shipped to her), for a grant, and I think for ProActiv Solution acne treatment which was shipped to her.

The credit card company cancelled the card and took care of the charges. They said this kind of thing has been happening a lot. They also told her this is a Federal crime and she should submit this to the FBI's website (I think). She wasn't able to do that and so she was told to talk to the police about it. But the police officer said there was nothing they could do.

So anyway, no one can figure out who made those charges and how they got the credit card number. Grandma claims that she only buys from reputable online businesses. I don't think she keeps her credit card info on her computer but she does save it in the account she creates on the retailers websites. I also know she doesn't have an adequate firewall on her computer. She's using the built-in XP firewall, which I believe does not block outbound connections. Additionally, she's using a wireless network that may be unsecure.

Has anyone heard about this kind of thing happening? Any advice or suggestions as to what she should do? It sounds like someone's trying to play a game with her. Why would someone make small charges to her credit card and then have the items shipped to her? I thought the whole idea in stealing someone's credit card number is to benefit yourself, not screw with people when you can't see their reaction.