I think you should email the person first.  I 
wouldnt come here and talk about it so soon.  3 
weeks might seem like a long time, but it's not 
really.  People get hung up for whatever reason, 
maybe they went on vacation?  I dont know, I have 
a person right now who won one of my auctions a 
month ago. I already contacted them and they said 
they'd send the payment, but, still a no show.  I 
think you should give it one more week.  If 
nothing shows up, then contact Ebay, and put out 
a non paying bidder notice.