He says "E-Bay was supposed to change that address. F**G E-Bay".
That's not true. eBay doesn't change addresses for individuals, YOU have to change your own information.
First cancel the money order and hope it hasn't been cashed.
Then request his contact information. Go to this link and scroll down to the link where it says to request a seller's contact information. You'll need his id and the item number of the auction. Check the address he has on file with ebay and where you sent the money order.http://pages.ebay.com/help/buy/questions/contact-seller.html
If you're out the money, about the only option you have is to file a dispute for item not received. This link will tell you how to go about that.http://pages.ebay.com/help/tp/inr-snad-process.html
If you're not out the money and you don't want to continue with the deal - well, if the seller still has not changed his address, you might report him for having invalid contact information. This might get the auction canceled and you off the hook.http://pages.ebay.com/help/policies/identity-false.html
The other choice is to talk the seller into canceling the sale. He will have to file a UID (unpaid item dispute) as a mutual agreement. If you accept the mutual agreement, then you are out of the sale and the seller will get his final value fees back.
If the seller refuses he will eventually file a UID but not as a mutual. Your best choice is to respond to it. If you don't, the seller can close it in 8 days giving you an unpaid item strike, getting his fees back, and have the ability to leave you negative feedback. Any feedback you leave him will not count against him because of your strike.
But ebay has been known to remove unpaid item strikes - especially if you forward his emails about his invalid shipping address to them.