Probably not worth your time, unless you really want to get involved on it. Think MMOG-level involvement... ya gotta be passionate about it
Here's a link to some
Nigerian paypal fraud discussions, along with several other useful links in the thread.
Bottom line: I wouldn't ship to him unless I didn't care if I got paid or saw the product again. If you want to push it, tell him you won't send it to Nigeria, but you'll gladly send it to a Canadian (or maybe US-based) address upon payment via certified check, and that you'll complete shipment once the check has completely cleared your bank. Apologize for the runaround, but explain that it's the prevalence of low-life pond scum ruining the reputation of Nigerians everywhere by perpetuating numerous scams.
After all, if he's legit, he'll understand. And if not, can he really object to being called low-life pond scum?