I guess the answer is - it depends. Is this a play-only situation - no emotional involvement, no submissive desire to please - then just shutting the window or whatever will work. Not the nicest thing to do, but okay.

If, however, this is intended to be a relationship and your goal is to genuinely submit to the will of your online Dom, then yes. A safeword is needed. He may push some mental or emotional button that you can't handle, besides the physical aspect.