There is a payment facility called Nochex (or used to be, I haven't used them for a while) but it works pretty much the same way as Paypal and this is definitely a scam Send nothing, have no further contact with them. Call ebay and tel them you are being targeted by a fraudulent buyer and ask them if they will cancel the transaction. Reporting them to the police is probably a waste of time as they will be somewhere like Nigeria or eastern Europe.