x2 on all the above.
I have experience on this (unfortunately).
Never call the merchant unless specifically requested; they don't have your best interest first (necessarily)
Always call the credit card company direct and report the fraud immediately--noting when you discovered it and (if possible) giving a short and clear reason why you didn't place the charge. Don't embellish.
Look backward (at least 2 cycles) and forwards (pending charges and watching future statements). Specifically look for tiny charges ($1 or .99c etc...) and big/international charges: these are test charges to see if the card is good.
Credit card companies deal with this all the time, they won't be shocked. Keep in mind, they are aware of the tactics of the criminals and may already have traces on certain card activities/charges. They will NOT tell you much about it usually--security protocols. Also, don't be embarrassed or surprised if one of the test charges is for a phone ring tone/app or movie/porn charge or infomercial item or auction etc... Many of these items are small and unnoticeable to most people. I was personally pretty sure that I didn't buy a Suzanne Summers weight loss video

but you never know!!
Also, consider turning on your accounts alerts for 1> international charges 2> card not present charges 3>charge/balance exceeds amount specified. These alerts will send you a call/text/email when something unusual happens with your card. Easy-peasy.
Sorry for your troubles--don't blame the merchant, it's not their gig.
And, of course, my advice is worth exactly what you paid for it. Nada.