Trying to argue about unsatisfactory goods and services is particularly complicated if you've purchased them online from an overseas provider. The econsumer.gov site provides resources that can help you deal with international complaints about online fraud and shonky products.
The site, which is backed by the national consumer agencies of 25 countries (including the ACCC in Australia), includes an advice section on how to deal with cross-border disputes, a directory of international agencies that can help with dispute resolution if you've exhausted the obvious chanels, and a complaints form to help you report problems to the Consumer Sentinel database (which is US-based but global in scope). Complaining may not always resolve your immediate problem, but it can help alert agencies in the relevant countries about trends in online fraud.
Have you managed to resolve a dispute over auction goods or other online purchases across national borders? Tell us your tactics in the comments.