I think I have been scammed.

Well here is my problem: I recently purchased a $40 pair of Sony headphones valued at $500. Now I know that sounds like a scam in its self but there are other ebay sellers that sell it for the same price. So I purchased these headphones through Paypal and the next day I receive a message telling me my goods have been posted to ship. I know it takes 5 to 10 working days to come but this is the 12th day and still no headphones. But here is why i believe so far i have been somewhat scammed. I just had a look for the seller who i brought these headphones from and he is apparently not a registered user any more. This leaves me thinking i have been scammed. could there be a reason for this? please help? and if i have what can I do?