I am wrong (but can't be arsed digging too deep as to how wrong I am at this time of night.)
In the the UK it seems (based on skimming the first post in a forum thread from google) that payment protection on debit cards is voluntary but on credit cards is legally required.
Got to spend £100 for it to kick in in either case though so most online purchases are excluded anyway (90% online purchases below £100 I guess).
