This is pretty amazing - that someone would ship a game out before receiving payment, and that you would send payment without a certified check/tracking number.
Aside from this, you just need to ensure he gets paid - whether that is placing the check in his hands or re-sending a certified/tracked payment with signature confirmation.
If he doesn't seem open to this solution, you can then point out the fact that you sold two games to pay for and make space for this one. Hopefully that will make him realize he's being unreasonable.