Yeah, it certainly sounds like a scam - i'd consider reporting them to the fraud division with Ebay as well - and not feeling comfortable about a transaction is usually a gut sign that something isn't quite right.
Heres some information from the Ebay Security center -- http://pages.ebay.com/securitycenter/mrkt_safety.html
Edit:
From that site -
It sounds like the seller may be breaking the Ebay Terms of Service.Off eBay Web Site
Stay safe -- Always remember to complete your transaction on eBay--it's the safer way to trade with others.
Trade safely by remaining on the eBay Web site to complete your transaction. eBay's rules prohibit use of our system to solicit others to buy or sell items "off eBay." We strongly advise recipients of these email solicitations to report the senders to eBay Customer Support. Participants in "off eBay" transactions aren't able to use eBay feedback or buyer protection programs if a problem arises.
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