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If you don't want it you can try telling the buyer you made a mistake purchasing it. They may be a little peeved about it but sometimes the buyer will crave because you can leave him negative feedback and he basically can't do anything.

This is only if you really want to be a jerk, though. I've sold a fair amount of things on ebay and usually just put a game up for re-auction if the buyer said he couldn't pay for the game. It's just usually not worth the hassle for me to actually go through the entire process than just getting the auction canceled so I can quickly put the item for auction again.