Don't feel too stupid :) People continue to perpetrate this type of scam because it's profitable. They know how to put people in a frame of mind that will get them to act first, and think later. I've never lost anything to these a**holes, but I've come close...so sorry you had to experience that.
After politely asking 3 times this morning alone to not be called any longer I decided to spend the next 15 minutes calling them over and over and over again...they started to get a little hostile after call # 75. I just figure I am doing my public service by preventing them from calling a few people and trying to scam them.