Having never gone through this personally. I can only relate what I have read others do/suggested.
1-Call the Local Police to Report it
2-Log a complaint to
www.ic3.gov (internet crime complaint)
3-If you sent a "US Postal Money Order" it could be considered Mail Fraud.
I also believe that the offence is worse if the money went to another state
The Post office may be able to give you some direction.
Good Luck