Yes, you probably should worry. There's a reason that eBay suspended the seller. It could be a VERO violation -- but more likely they're ripping people off. What kind of feedback did the seller have and how long had they been a member of eBay?
Why did you send the payment via overnight mail? You say it was delivered -- do you have a confirmation of that?
Was it a money order? If that's what the seller demanded, you most likely are dealing with someone unethical. Just because the seller was an Auctiva member indicates nothing -- this is a free service, so anyone can use Auctiva as a gateway to post on eBay.
Sorry about the bad news. Hopefully this is all worry over nothing, but I would probably contact eBay to see what can be done...