I'm unaware that there is a specific law for e-commerce sites.
If you're worried you could have a look at what John Lewis are doing, for example: http://www.johnlewis.com/Magazine/Feature.aspx?Id=567
I think one can safely assume they are in compliance with any law.
Regarding the script:
From the link I posted, click on "Get it now". Fill out the relevant details and you will be presented with some code that you can copy and paste into the head section of your website.
Hope that helps.