ebay advice for X5 Wheels?

[fheatl]

I won the bid for a set of 4 sport wheels off an 05 X5 and the seller requested to be paid via cashier check. The seller does not have an active history on ebay and during the bidding process the seller did not reply to any of my e-mails. The seller's ID showed a Houston Tx location and when I received the payment instructions, the seller was requesting for the payment to be mailed to a Jackson Mississippi address (an address I could not verify online). Additionally, the seller was only charging $18.00 for shipping and typically it is at least $150. The telephone number provided is a work number in Houston and when I called it I was told the extension was invalid and they do not have an employee with that name.
The seller claims he has moved, did not provide a new telephone number, his Paypal account is suspended for unauthorized use, and still wants to be paid via cashier check/wire transfer/or Western Union.
Ebay customer support has been pretty worthless in providing guidance and I am inclined in telling the seller to ship the wheels COD or to take a hike.

What would you do?