This paper discusses some of the typical characteristics of modern Web applications and analyses some of the problems the developers of such systems have to face. One of such types of applications are integrated Web applications, i.e. applications that integrate several independent Web services. The paper focuses on providing software fault tolerance for such systems. The solution we put forward employs the concept of Coordinated Atomic (CA) actions for structuring such applications and for providing fault tolerance using exception handling. The paper discusses important design and implementation decisions we have made while developing a Travel Agency (TA) case study and attempts to generalise them to allow CA actions to be easily applied for building dependable Web applications.