Screen cap -everything-. There are two main ways a buyer can get their money back, three if they want their account most likely shut down. They will
1. Dispute transaction as item not received/severely not as described. This is why you screen cap all emails and AIM's, as well as in-game transactions. Prove to paypal that their virtual goods were received. Buyers will sometime knowingly purchase gold, but dispute saying that they thought they paid for a game. So you could additionally send out a WoW CD-key and say the gold/account was a bonus. Then you'll have a tracking number to submit.
2. The buyer will dispute as an unauthorized transaction. This is most likely done right after or a few days after transaction. Most of the time you are SOL on this method, especially for virtual goods.
3. The buyer will charge back directly with their bank or credit card. Paypal doesn't like this and sometimes suspends or shuts down accounts for doing this.
You need to remember that this is a pretty risky business all around. It's virtual goods. Paypal doesn't cover that, but once in a blue moon you can win a case if you have enough evidence against the person. But most of the time you'll just have to suck up the loss and move on.