the first thing to do is use common sense. I get these emails on accounts which are not even connected with my paypal account.
Remember, if you are ever concerned, open up a new window and check your paypal account. and delete the stupid email. These have been around for years
sometimes they even have typos and stuff.

another thing to do is to "view full header" or "view source" and you will see that the actual addresses these emails come from have NOTHING to do with paypal or ebay.