I understand your frustration with no contact
from the winning bidder (I have a few of those
currently, one of which I finally just left
negative feedback after over a month since the
auction and no payment -_-)...

However, I'm not sure 3 or 5 days is enough time
to call for panic... Most bidders are pretty
responsible and keep up with their winnings,
but some don't haunt their email programs as
much as some of us do.  =)  Also, the bidder
could have computer problems (trust me, it 
happens ;_;) or could be one of those bidders that
I run into occasionally that just seem to be
incapable of replying to an email, even though
they've sent payment (which confuses the heck out
of me when a money order arrives and I don't
know what it's for)... 

I think even eBay won't let you file a 
Non-Paying Bidder Alert until 7 days after the
end of the auction (although you can go through
their steps by filing a Payment Reminder)...

Their link on that info is:

http://pages.ebay.com/help/community/npb.html

(Of course, I'm not sure if this wait to file
a NPB and then another long wait before you can
file a final value fee credit is to allow the
seller/bidder to work it out... or just to let
eBay hang on to your money longer.  Shall
we take a guess?  :P)

Hope this helps - good luck!

Peace!
Kim
aka Lady Zatara