Ok ... I have figured out what is happening here. First I logged into my site as a member and proceeded to checkout. I am given two options 1. pay by credit card 2. pay by paypal.

I choose the pay by credit card option. This requires that I enter my billing address. The billing address then appears as the shipping address on the invoice for the sale in the Admin. So if my billing address is different to the address I want my order sent to I don't get my order or if I use someone elses credit card to pay for my order the shipping address will appear on the invoice as the credit card owner's billing address.

What can I do to fix this?