I'd go through the whole routine have them send you a shipping label or something and have them pick up a box with a rock in it labeled "Go Back To Nigeria"

 

^that sounds good.
play along.

 

hahahahah

 

If you accepted he would send you a "Money order" for way more than he was supposed to and say it was an accident, ask you to deposit it and mail him a check for the difference. By the time his fake money order bounced he would have deposited your money and you'd be out a few hundred bucks plus the fee from the bank for the bounced money order.