Substantiate what? The fact that the Klan burns crosses?
Here's Charleston designating them a terrorist org:
http://news.google.com/newspapers?i...,2081194&dq=klan+terrorist-organization&hl=en
Here's an article about a professor trying to get them so-designated in Louisville.
http://www.msnbc.msn.com/id/5030023#.Tqczz2snmcs
Anyway, if the fear of legal exposure from associating with an organization that could possibly be designated a terrorist organization was the rationale for Mastercard and Visa refusing to process payments toward Wikileaks, they presumably would have said so, but they didn't.
There's also a huge first amendment problem with designating an organization a terrorist organization simply for publishing information.