There is always some 'risk' when dealing with a person you don't know over the internet, especially when they are far away, so my advice would be:
make sure to always know who you dealing with (ie know their real name, address etc, not just some internet nickname!)
if you are sending items make sure to send by some method that forces the other person to sign for the item to proove they have recieved it, and if it is reasonably valuable insure it too in case it gets lost in the post!
if possible pay by a method that gives you some protection (credit card via paypal would be good - at least in the UK credit card companies are very proactive at helping customers recover their money should there be a problem)
sending cash in an envelope to a PO Box or some other uncomfirmed address could turn out to be an expensive learning experience...