zee-chan's experience tells us you don't have your shipping set up correctly.
If you don't want to ship to Russia (or Nigeria or Brazil or Germany or PapuaNewGuinea) you have to explicitly set an automatic Block on those countries.
If you ship Worldwide, you will still be open to getting bids from unwanted destinations. Even if you don't have the shipping cost set.
BTW. Does your Russian customer have a Russian Paypal address? The eBay and PP addresses do not have to match. Many honest buyers in 'questionable ' destinatons use freight forwarding services. The seller ships to the forwarder. Once the purchase arrives there, usually in California (for Japan and South Korea) or in Florida (for South America and the Caribbean), the seller's job is done. The forwarder *takes care of delivery as well as acting as a customs broker for the customer.
Specifying where you'll ship
You can exclude certain regions or countries from the places you're willing to ship to.
Excluding shipping locations:Click My eBay at the top of most eBay pages. You may need to sign in.
Click the Site Preferences link on the left side of the page.
Click the Show link to see the Shipping Preferences section.
Click the Edit link next to the Exclude shipping locations from your listings option.
On the next page, select regions and countries where you don't want to ship your items. If you only want to select certain countries in a continent, click the Show all countries link next to that continent's name.
If you want to apply these exclusions to your current listings, select the Apply to all current live listings option.
Once you're finished, click the Apply button.
*This is what the Global Shipping Program does too, although for the seller rather than for the buyer.
