Open Question: How do I report this guy?

I saw an ad on gumtree about a guy selling the black berry bold 9700 with all Accessories. i rang him he said to do money transaction then when he gets the money he would send the phone... he said he was at the post office, he let me spoke to someone who works there to verify. he texted me saying hes send it next day recorded delivery & that if the money is not in the account he'd have to withdraw the parcel. i sent the money, he said he sent the phone/..is next day now & is nearly 1pm & ive not received it & his phone is switched off:( i really want my money back. should I go to the backk or to the police?? should i go to the back or the police?? please help me thnx...xx