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paypal doesnt actually sell you the stuff. They are just the company that you use to pay for them. kind of like the credit card company
do you know what website you actually bought them on? Ebay uses paypal for everything but many other websites use it as well.
Have you logged into your paypal account at www.paypal.com to see that the payment did go through ? You can also dispute a charge there if the items never showed up.