Although there are other internet auction sites, Ebay is a popular site and using them as an example is not in any way an indication that they are at fault or are anything other than a reputable auction site.
According to Ebay, most of the disputes are merely misunderstandings and can be resolved by the buyer and seller communicating. If not, then Ebay offer a dispute resolution service. More details of this service can be found at their website. The Department of Trade and Industry also have a very useful web page dedicated to e-shopping, see related website for more information.
If the dispute resolution service does not resolve the matter and you think that you have been the victim of a crime rather than a misunderstanding then make a report to Police Scotland by dialling 101. If you or the other party is overseas then you need to make the initial report to your local police, who will then make enquiries with any other force if appropriate.
The police cannot and will not check the buyers or sellers details prior to you making the purchase/sale. If you are in any doubt at all about the buyer/sellers authenticity then DO NOT go ahead with the purchase/sale, see question in related information for tips on buying goods from the internet.