Here's the basics of starting out in the world of scambaiting:
1) Never give a scammer any information about you that's real.
2) Always use 'disposable' email accounts to communicate with the scammer, such as Hotmail, Gmail, Xsmail, etc.
3) Never open attachments from a scammer unless you are certain it's safe, as scammers tend to use computers in internet cafes that sometimes are infected with viruses - they don't know this, it's just poor management on the part of the cafe owner.
4) Don't try to get money out of a scammer, as it's too risky, even from a place like NZ. These guys are criminals (gang members, usually, government workers sometimes, even cops, military, etc) and sometimes they are killers!
5) Use a proxy IP if you feel safer, but I never have, as they don't seem to check that sort of thing.
If you've already used a non-disposable email account, then simply switch to a disposable one by telling the scammer that your old one isn't monitored very often, or you no longer have it.
If you've given him your real name, it's no big deal, as long as he doesn't have/get any other info about you, like your address, phone, etc.
You can give these guys almost any kind of fake 'personal' info and it won't make any difference to them, as long as you don't give them something like 10 Downing Street, etc, that they might recognise.
As long as you're careful, scambaiting can be a lot of fun, but it can also be time consuming and addictive. Don't try for trophies too soon, especially photographic ones, as they're starting to get wise to this sort of thing, and it'll most likely cause them to run.