If I was asked to pay by western union. Depending on the type of product I would IF they absorbed the costs. I do a lot of business with China and one of the fastest ways to pay them is WU, but there is no way in hell I would do that because WU costs a lot compared to any other means. If for some reason I was forced to I would. Again it depends on the product and do you trust them. Once you send the money though, I believe it is gone. I would recommend finding another way, it just seems a little shady if that is the only form of payment they take.
If they only accept western union, then there really is no other way. I guess the next questions are:
1. Is it for a lot of money. For example are you buying a server? If its a small amount it might be ok for the risk, if its a large amount, maybe not.
2. Does the company have a good reputation. If it does or even better you know someone who used it thats a big plus(chances are you dont otherwise you would not be posting here)
3. Can you find a replacement company to do business through.
4. Tied in with #3 if it is a large amount, how much is it going to cost you to send the money. Use this link to help estimate the cost. Sending $100 can be anywhere from 12% to 30% depending on location. https://wumt.westernunion.com/WUCOMW...do?method=load
Again my two cents is every foreign company I have worked with that accepts paypal accepts a wire transfer(most that do WU have it already going right to their bank account).
All in all, WU is WU, you cant for example use a 3ed party service to send money thru it such as paypal. You have to go thru WU, whether online or via an agent(most grocery store chains have a WU branch).