Very dodgy transaction

My auction for an iPod Touch has just ended and I sent the winning bidder a Paypal invoice. Not many minutes later I received an email from the bidder stating that it was not him bidding on the item so could I 'cancel the purchase'. I do not believe this at all; he has no feedback and been bidding on multiple MP3 players. I am very annoyed at his attitude and the fact he did not go through ebay procedures to cancel this, just emailed! Also, very concerned that he now has quite a few of my personal details. I have reported him to ebay, but I don't know how else to protect myself. Any suggestions of what else I can do.

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Orignal From: Very dodgy transaction