Fraud

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I can't really decide what mood I am in.  I can't decide if I am extremely pissed or just really sad, scared or just unsure.
I recently bid on a pink ipod nano, 4GB on eBay.  Unfortunately I didn't win, I was the second highest bidder.  Well, about an hour after the auction ended, the "seller" contacted me saying the highest bidder wasn't responding to his e-mails so he wanted to offer it to me for $110, including shipping!  Now that's a really good deal, so I jumped on it!  He told me to sent the money through Western Union Money Transfer.  I responded saying I didn't trust that, and would prefer PayPal, the most common payment method on eBay.  He replied back saying that teenagers from the US scammed him for $1500 dollars on PayPal, and that his way was safer.  Me, being stupid...  believed him, and sent the money.
 Well, here I am... no ipod, no contact from this person.  All I have are numbers to contact to report fraudulent activities.  Because I didn't pay through eBay, they cannot do anything, and because he already picked up the money from Western Union Money Transfer, they cannot do anything. 
I'm pissed because I should have been smarter... I should have investigated the e-mails more.  I'm pissed because people should never scam other people in the first place, and I hope he rots in Hell for it.  Earn your own money...I work for mine, why can't you work for yours?
I'm sad because I'm out $132.  $110 for the "ipod" and $22 for the money transfer charge.
I'm scared and unsure because this man has my home address...who knows what he will do, who knows what he could do?  I'm scared for other people who he may try to scam.
I'm unsure because I don't think anybody can do anything for me.  My money is gone, and that man is out there scamming other people.  I don't blame eBay, or Western Union.  I only blame myself for my stupidity, and that man for being an asshole.
If anyone has any suggestions on what I should do...please let me know.  Thanks.