no, you do not.  Were the comments you mentioned in your last post made in eBay messages?  If they were,  then phone eBay and ask them to look at the messages between you and the buyer where the buyer suggested cancellation.  Point out that the buyer disregarded the payment instructions in the listing description and request that the Final Value Fee be waived as the transaction has not been concluded by the buyer, and request that the negative feedback be removed.

If you do not get a sympathetic hearing from the eBay person you speak to when you call them then ask to speak their supervisor.  Remain calm, state facts and do not make threats when you call (by threats I mean things like "I will never use eBay again" or "I'm going to call A Current Affair").