I'm sorry to hear that, but there's an easy protection against getting scammed: never, and I mean NEVER, engage in a trade that can't be completed within a single trade window. The Steam trading system requires that both players accept a trade before it's completed, and if one side changes something, you have to re-accept the trade before it's completed. So in a single trade, the only way that you could really be scammed is if you just weren't paying attention. But if you're in a multiple-trade situation, where the other person says something like, "Let me take a minute to get what I need, then I'll trade you back," that's when you're in trouble, so you should avoid those at all costs.