Don't do it.
They'll send you a check and when it has been deposited, you'll think it's processed when it isn't. You'll then be responsible for fees from your bank etc.
Flag the job to oDesk support.
Some clients do ask you to purchase items etc for them (I've done it myself), but all transactions should be handled via oDesk.
It's a scam. Other freelancers have had the misfortune of dealing with it. It has been on here for years.
They tend to approach new freelancers who are still learning about the site.
Some people have had to involve the police etc.
Stay away and apply for something else.
Yep, they are very crafty.
Also, some of them claim to be associated with a legitimate company. They'll even send you a link to a company site, but they have no association with that company at all.
They try to look as convincing as possible. If you ever have doubts you can contact that company directly and ask them if they're hiring on oDesk. I've had to do it myself.
So, also look out for that scam. I don't want you to get too paranoid though, a lot of us work with some nice clients.