yea, something's up. He should be sending you invoices or payment requests. Could be something simple, like he has your email address wrong.
He should have a point of sale site that could take your payment. I agree, its a bit fishy and not sure of paypal's policy on transactions that are outside of ebay. You buy something on ebay that turns out to be a scam, you're covered all day long. Not the case with stuff done outside of ebay...