Tell him that you do not ship overseas. Then add him to your Blocked Bidder List (go to Site Map, centre column, Manage Bidders).
Given the kind of item you sell, and the high cost of shipping, I doubt this will go well.
I have shipped to various former Soviet Republics, mostly copies of Robert's Rules of Order for some reason, but those are mostly $10-$20 sales. Nothing I worry about losing. (And I haven't yet! )