Being in banking I see this stuff all the time. When I was CEO in Reedsport, the old "Nigerian scam" came to surface with a brother of a customer. ("hello, my uncle is secretary of agriculture for African country and we need to get $10,000,000 out of country fast....etc...etc).
Customer bring brother in (brother is going to "protect" himself by setting up an account for the transaction with "only" $500 in it). He shows me the email. I tell him don't do this....He says I only stand to loose $500 and could make millions. I call the US Secret Service office and put them on the speaker phone. The agent says...don't do this, it's a scam. The brother says he is going to do it anyway and wants to open an account. I refuse and sent him anywhere but my bank. Customer reports back later that the brother is angry with everyone who let him "lose" his $500. Oh...he was a used car salesman who was a bit over-extended. His odds would have been better in Reno.
Oh Bill.....in case no one told you <img src="/ubbthreads/images/graemlins/grin.gif" alt="" /> This is a scam. You are being cautious, not paranoid. If you respond any more to these people, then you have crossed the line to where I don't want to fly with you anymore as I have to question your good judgement <img src="/ubbthreads/images/graemlins/wink.gif" alt="" /> Well just kidding on the last part, but you will likely not want to put up with the harrassment I would give you after jumping knowingly into this trap.
It is a common scheme on ebay and other places, and last I heard, these scams were netting something like $2 billion annually from gullible American's...mostly the elderly who have the most to lose.