paypal isn't a reliable system.
there are however some tips and tricks that can be used to make paypalling a little safer for yourself...
firstly, even though when you sign up to paypal, they make sure tat you usre a bank account/debit card, as soon as you can, register your credit card details, (or credit card details of your parents, even if that mean you have to buy something and give them the cash back straight away).
the reason for this is that credit cards generaly offer much less restricted, easier to work through payment protection plans.
Paypal and ebay are actually the same company now, and their arbitration process really sucks, so if you are unlucky getting your money back there.
what you should do is this.
clear any funds that you have in your paypal acocunt into your bank account (you possibly won't be able to use your paypal account for a while afterwards so you don't want to have a load of money stuck in there.
then call up your credit card, explain that you've bought some items that havn't been delivered and ask to iniciate a charge back procedure,
basically then your credit card company goes to the people who it gave the money to and takes it back (after investigation -which is a better investigation than paypal do!)
there is only one trouble with this method though.
your credit company paid paypal, paypal then transfered the money onto someone else, generally when they are the ones loosing out they get all pissy about it. and they'll suspend your account for a while, (which is why you should clear it out first)...
yeah, well I'm having trouble explaining it really, so go to www.paypalsucks.com
anyway, as rudster said, buying anything online, where you can't have the product in your hand, and have to give your credit card numbers to some person who isn't there is always going to be risky and open to fraud.
best advice is just shop locally or something, deal in cahs or send cheques.