This is like dealing with a cheating spouse, once the trust is broken it's hard to get back to the honeymoon. In any case, I found it shady of the employee for not reporting the sale. You could chaulk it up to him being lazy or something, but on the opposite side, just like in a married relationship, if he does something with a customer that he would normally not do infront of you, he's doing something wrong. Because he was so quiet about it and did not bother mentioning the sale, I have a feeling that he's been "helping" you out like this in the past.
Rather than do a sting, just call the customer who left the message and asked directly whether your employee made it out to look like this was a part that "he" the employee was selling on the side or as something sold legitimately through the shop. Here you can find out if he's trying to steal away customers or sales. Next, if you decide to keep him, you should talk to him about what he did and why that's no longer acceptable. If you want to teach some basic econ, you can explain to him that while that might be his part, it is also YOUR your shop, your advertisement, your insurance you pay on the shop, etc. that ultimately led to the customer coming into the shop in the first place. Also when you sell RAM, I assume you charge $50.00 flat fee for parts and INSTALLATION. Part of that $50 you charge, goes to the wages that you pay your employee to install the ram (I assume that is the case in your shop). So again, it's not only stealing away a potential sale, but also robbing you of time.
Now whichever way you play this out, I recommend you install a high quality camera in the shop in the work areas. It keeps the employees honest, can serve as good protection in case of theft or fraud. My uncle used cameras to catch an employee (his best tech) steal his customers as well as goofing off while my uncle was out of the shop. The tech got caught on camera doing nothing on company time, but the clincher was he was typing on IM to his girlfriend and the two talked about how he was stealing customer's from his boss and had been doing so for months.
So for your peace of mind, you might have to let this guy go.