So I got a check for $3850 in the mail today

So I can be a "Mystery Shopper". It involves me cashing the check then sending the money via Western Union to see how "well" Western Union is working. (yeah right)
As you've all probably guessed, it's a major scam involving rubber checks and people being liable for the money they draw out of their bank and sending out to Western Union.
Unfortunately, people do fall for it, being poor, desperate, you name it.
My husband sent them their fax which I was supposed to rate my shopping experiences back to them with this note:

"This is a scam. You should all be in jail, and I'd like to help.I've forwarded your letter and 'check' to my attorney (lie). He loves this kind of stuff."

There are some real scumbuckets out there, here's the snopes lowdown:
http://www.snopes.com/fraud/employment/shopper.asp