You shouldn't have to do it every time, no. Most banks, once you tell them that a particular domain is one that you expect to be doing regular business with, won't flag transactions from there any further. But, be careful before telling a bank that you'll be doing regular business with a domain unless you're absolutely certain that you will be -and- keep records of your transactions because if anything does go wrong, the bank won't be your automatic defense anymore and you'll have to provide proof of which transactions were yours and which weren't when you file a dispute. Additionally, once you've decided not to do business with a vendor anymore, it's a good idea to contact your bank and let them know not to accept any further charges from the vendor.
In short, the more you communicate your legal intentions with the people and institutions that you trust, the better protected you'll be.