Hi,
You can avoid that somewhat by stipulating "Immediate Payment Required". When you list - this is an option. If the person clicks on your auction to buy and doesn't pay right away - the auction is still available for someone else to come in and purchase it. First one to pay is who wins, not who clicks first. I have done this many times on "Buy it Now" items, but am not sure how (or if) it works on regular auctions.
Peace,
Don