Never rely on an online site as your only backup. What would you do if they go out of business and close the site, if their server drives failed, if their offices burn to the ground, etc? Remember that your data with them is still on a hard drive and it is not a matter of if it fails, but when it fails. You also likely have no way to know how well they backup their drives. A DVD burner is next to nothing these days, so that would be your best route.
Kevin