http://www.scambuster419.co.uk/moneytransfer.htm
A few ideas there on "transferring" money using Western Union, Moneygram, etc...
If you can get a copy of what a Moneygram receipt looks like, and then forge the various required details onto it (ie. price, date, recipient, etc.) and then print and re-scan the document, you can make him think you've actually sent the money.
He'll then waste his time by trying to pull the 'money' out of nowhere.
I especially like the GIMPS money form transfer
http://www.scambuster419.co.uk/moneytransfer2.htm 
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Or you could maintain that you've tried to send the money to his moneygram account, but instead say that the Moneygram company refused you from being able send money to his account as that particular account is being investigated for international money laundering fraud... You can then act all innocent and ask him that was all about, and what it meant.... That will undoubtedly confuse and frustrate him. Then you can eventually bring in other forms of 'payment' options, and scam him further by obtaining various details, or making him run around a bit.