What do they want from me?

I received a cashier's check in the mail from Job Solutions drawn on the Alabama Corporate Credit Union.  Name of the company and the bank are both very close to institutions that actually exist.   The letterhead and phone number are in Illinois.  The bank is in Birmingham. AL and the letter came in an envelope with no return address but with a Canadian postmark.
I called the number and was told to deposit the check and when the funds became available to call back and they would tell me where to send the money gram.

Received a cashier's check from a company with this phone number. It was drawn of the Zane Trace Federal Credit Union of Zanesville,Oh in the amount of $3,950.00. They say they are from Job Solutions a mystery shopper outfit and wanted me to go to Wal-Mart's and purchase a money gram for $3.590.00 with fee's up to $110.0, then I would receive $150.00. The cashier check was purchased by a: Richard Haywood

How do i report this?

Fake Checks: Variations on a Scheme

Counterfeit or fake checks are being used in a growing number of fraudulent schemes, including foreign lottery scams (as described above), check overpayment scams, Internet auction scams, and secret shopper scams.

Check overpayment scams target consumers selling cars or other valuable items through classified ads or online auction sites. Unsuspecting sellers get stuck when scammers pass off bogus cashier?s checks, corporate checks, or personal checks. Here?s how it happens:

A scam artist replies to a classified ad or auction posting, offers to pay for the item with a check, and then comes up with a reason for writing the check for more than the purchase price. The scammer asks the seller to wire back the difference after depositing the check. The seller does it, and later, when the scammer?s check bounces, the seller is left liable for the entire amount.

In secret shopper scams, the consumer, hired to be a secret shopper, is asked to evaluate the effectiveness of a money transfer service. The consumer is given a check, told to deposit it in their bank account, and withdraw the amount in cash. Then, the consumer is told to take the cash to the money transfer service specified, and typically, send the transfer to a person in a Canadian city. Then, the consumer is supposed to evaluate their experience ? but no one collects the evaluation. The secret shopper scenario is just a scam to get the consumer?s money.

Con artists who use these schemes can easily avoid detection. When funds are sent through wire transfer services, the recipients can pick up the money at other locations within the same country; it is nearly impossible for the sender to identify or locate the recipient.