How long was the time period from placing the bid to the auction ending (with you winning it)? I believe there is a bid retraction mechanism in place, but you might not be able to do that in the last few hours etc.
Anyway, that's for next time or for others if a similar thing happens.
I personally think you should just go ahead and buy it; but there's not much actually stopping you not doing so, and earning a non-payment strike. It depends if your future reputation on eBay is valuable to you, since that non-payment strike will be visible to other sellers when you bid on something (I think).