Delivery: How long is too long?

Hi. I sold a CD to someone in Italy (I'm in Australia) and posted it via Air Mail on the 9th of November. About 2 weeks later, he started asking me (almost on a daily basis) where it is. I must confess that after 4 or 5 times, I stopped replying. It's been less than 4 weeks and he said he's going to talk to Ebay about me. So my question is: how long is too long? Is it foolish of me to think that it could still turn up, or should I just refund him now? Thanks.