If these are hardies rather than tropical I would ammend Derek's advice if you have or want other lilies. If, after washing off the lilies you notice a "stink" I would be inclined to BURN the rhyzomes, DO NOT attempt to salvage them unless they are of a rare or valuable variety and even them quarantine them is SEPERATE water. Lilies get a fungal infection called crown rot, it is infectious though various species are more resistant than others. I had one lily which I thought was infected and on one other forum described the smell as sickly sweet like I remembered aldehydes from chemistry class at school, that description was agreed with, the rhyzomew was burnt. It isnt worth the risk to any other lilies in your collection.

I smell and quarantine ALL new lilies. The one I have got caught out with was one of three end of season purchases from a local garden centre that I had haggled for, of the 3 bought it was, of course, the only one I did not smell. I was distracted by the arrival of the assistant and the subsequent haggling. End of season haggling is worth while providing that you conceed that you may be buying duds, elsewhere for £3 I bought £125's worth of lilies, 5 pots, and as I replanted them, in quaratine, I think £150's worth of lilies, 6 plants, one pot had had two dwarf lily rhyzomes. I think I lost 1 of the 6.
Personally I wouldnt buy from a private individual off ebay unless I could find satisfied customers other than via ebay feed back.
If you are american, look at koiphen for 'dealers'/sellers or maybe koishack, I think there was an in forum split on koiphen and quite a few people have moved to koishack, if your are UK and you want "non run of the mill" lilies try

http://www.bromfieldaquatics.co.uk/
http://www.pondplants.co.uk/

I have had plants from both of the above and Bromfields replaced a plant that failed to overwinter, though I had informed them the previous autum that it looked suspect, if you want cheap standard lilies try B&Q in the spring, £5 for a dry pack, and from memory £9 for a rooted and growing 'damp pack, though I would get the latter ONLY in the first week or so of their coming in, the dry packs are however quite reliable but better bought early or at the start of their sorin 20% off sales.

I am not familiar with tropical lilies, my one attempt was a dismal failure costing £40+

You might try browsing some of the lily sites such as victoria adventure http://www.victoria-adventure.org/ . Craig Presnell? might be worth googling as maybe Sean, lily and Canada or Toronto