Does Yahoo have a Finance Department That helps Seller and Buyer in a Car Transaction?

I bid on a car on eBay and met a BUY NOW PRICE. I recieved email from seller that if I wanted to buy car he would secure through Yahoo Finance Dept and open a Transaction case. How this is supposed to work is I'm to send money through Western Union to Yahoo Finance and they would hold money and wait till I contact them and OK shipment of car then they would release money to seller if I didn't except car they would not send money to seller and return money to me within 3 days. I have recieved two email letters from Yahoo Finance verifing this but I'm still not sure. Do to the type of car and the price. Can anyone help me. Goody