I wouldn't do it, because you now have "reason to believe" that the sale will result in an illegal (Federal Law, GCA of 1968) state-to-state sale.
If "that guy" had wanted to go that route, he should have had his girlfriend contact you directly and you'd have never known that he existed. Still...
Great opportunity for jury nullification here. Also, any cops who choose to enforce these types of unconstitutional laws are nothing more than jackbooted thugs.