Let me start off by explaining(in case you didn't already know this):
When you sign up for PayPal, whether you use a credit card or bank account, you have to give them a "billing" address. They figure that this is going to be your home address, and therefore will match up with the address that your bank or credit card company has on file for you. Once PayPal verifies that the two addresses match up, that address becomes your "Verified Shipping Address". For fraud prevention reasons, PayPal will usually only let things be shipped to a Confirmed Address.
On a number of occasions, I have wanted to get things shipped to me at my dorm room instead of going to my house. Since my dorm address isn't my confirmed address, that gave me a problem. PayPal sent me an e-mail requestion me to choose a different address, as the one that I chose before wasn't "confirmed". I just had to go back in to that payment, and have it shipped to my house. It held up the process by a day or two, but we got it worked out fairly quickly.
Edit: If the buyer is any good, you will still get your money, and have a successful transaction.