ouch... thats nasty, I reckon best way not to get scammed is by making sure everything is real and theres nothing fishy going around, even though it is quite hard to keep everything in place.
As stated before, AIM is good. Or maybe the MM can send an email to the user's right before the trade with just a quick "a-okay" or something. The scammer can imitate the MSN but not the real Email I'm sure.
Only if scammers put all this time and effort into somthing else so much would get done! But i thought someone posted about this beforein another section but w/e!