I remember ordering the first version of Visual Age for Java, which came out in 1997. Same order also included Poser 2 (came out in 1996) and Ray Dream Studio 5 (I think). So in 1997 I definitely ordered something online.
I also remember ordering Imagine (the 3D modeller) DOS version. I'm not sure when exactly I did that, but it was likely earlier than 1997 (no point in ordering Imagine when I already got Ray Dream Studio). It was probably around the time I moved from the Amiga to the PC, which was at the end of 1994. On the other hand, it's possible that I didn't order it online (that is, I sent payment details by post), I really can't remember.