This is going to sound harsh, but as I've had this done to me before... I would cancel their bid and send them a message stating why. As the seller, you have this ability - you do not need eBay to do it for you. They've clearly violated your listing rules, and someone who does that (and obviously did not read your listing), poses the potential for other problems. I've let people like this slide in the past, and almost every one of them caused me some kind of headache later on (saying the item arrived damaged, but did not pay for shipping insurance, etc etc).
You can, when you list your items, tell eBay not to allow bids from anyone in countries to which you do not ship. If you list an item like this in the future, I would use this option to avoid problems like this again
As for shipping rates -- have you visited the international shipping calculator on the USPS site? The USPS also has rate charts for different shipping methods in their informational areas of the site. I don't have a link offhand, but if you do a quick search over there, I'm sure you'll turn it up. Those charts will give you the starting rate (by weight) for each zone of the world--just find what zone the buyer's country is in, and you'll get a general idea of what the costs are and what shipping methods are available there.