[quote name='Yusuke-Urameshi-']How could they screw me over?[/QUOTE]
They ask for a cheaper shipping method without tracking. They claim they never received the item. Since there is no tracking, you can't prove you sent it, so they get a refund.
But, since they paid with a money order, there is much less risk of that. Thats mostly a Paypal thing. I'm not really sure where you could cash your money order, might want to call up some banks and ask them. It might depend on who issued the money order.