To reiterate what jpelg stated above, our policy is to close/lock threads in the Buy/Sell/Trade forums that link to eBay auctions, Audiogon ads, etc.
Our thinking is that if the item in question is not actually for sale at Head-Fi, then there is no reason to allow a discussion to take place about the item (i.e., if no transaction is to take place here, what is there to talk about?). Moreover, Head-Fi does not exist to promote eBay (etc.) any more than eBay exists to promote Head-Fi.
At the same time, there is nothing "wrong" with posting that you've put something up for sale elsewhere. It just becomes an announcement thread rather than a discussion thread. Because the thread is closed (remaining in public view) rather than being deleted (taken out of public view), someone who is in the market for that item will be able to find it with a search.