I have purchased a few things recently from intrade traders on trademe, who after I have won the auction, they have identified themselves as being a retailer with an online store. After visiting their online store, they are selling the same  products cheaper on their website. I am guessing they make them more expensive on trademe , to cover the commission. Anyone else come across this and get a bit annoyed by it?

The way I see it , using trademe should be treated as an advertising expense for them, and they shouldn't be charging their customers extra to cover it. If it wasn't for trademe, they likely wouldn't be getting those customers anyway. It is similar to using paid Google Adwords to drive traffic to your website, the customer wouldn't expect to pay an extra amount because they got to the website via a Google Adwords link which would have cost the retailer each time someone clicks on the link.