i got a call from these guys also and after messing around with them for about 1/2 hour.  i told him that i was not going to send any money then he started to get vulgar which in turn i dished it right back to him.  but what i did get out of them is this:
they initially say they are from vegas unfortunately they don't know the city and can't tell you anything about it (ie restaurants, clubs, hotels, street names etc)
they are calling from Jamaica
they look up your info (after they initially get it from somewhere) on google and then they go to google earth so that they can describe your house
the names they give are obviously fake, even the person who we are "suppose" to send the western union check
they continually change their phone numbers so we can't call them back at all hours of the night
what i did was unplug my phone and it has seemed to stop for a few days
but i am also going to change to Vonage since they are one of the few phone companies that can block unwanted incoming calls.  
hopefully this will stop these mongrels from calling.

Guy called stating we won $500,000 wanted $250 deposit... then negotiated to $150.. when i told him it was a scam  he told me "F*** You"..  Caller gave name of Paul McKenzie and left an deposit name of Osmar Robinson, 18 kingston, jamaica wi.. They wouldnt quit calling back..