Thank you for all your answers! To clarify a few things:
1. I do not have a problem with giving them my bank details so that they can make a payment to me. But what they want is for me to link the accounts together so that they can take money OUT of my bank account also. I have heard too many horror stories about Paypal to feel comfortable giving them access to take things out of my bank account (stupid fees causing overdraft expenses etc). Plus, I don't like them. I don't give my bank account details to those I don't like or trust.
2. I have always felt that they are the scum of the earth. I dislike their ridiculous fees and I dislike ebay does with them (which I view to be illegal Third Line forcing of their own subsidiary).
But recently my feelings have intensified, and they intensified even more when I tried to take some money out of my account and realized how restricted I was in doing that. Basically it was either send it to another paypal account or give them permission to take things out of my bank account.
I don't think there's another way, but I've contacted them, so I guess we'll see.