I can sum that up in one post, lik the interwez is full of hackers lulz, use Linux.
Not really, theres alot of Open Source shopping systems out there now that are free to use, to make it the size of e-bay however is a different matter.
In response to the initial post, research the components you need and figure out how to integrate them together, also try and make sure your server is secure and use SSL or SSI or whatever it's called along with https. For futher reading I would recommend Google or a good library.