Advance fee loans are illegal period and in some states, so are the payday loans. Please be aware the scammers may also claim down the road that you have taken a loan and try to extort money from you that way as well!
http://www.nw3c.org/
http://www.ic3.gov/default.aspx
http://www.fbi.gov/
https://www.ftccomplaintassistant.gov/#&panel1-1
https://esupport.fcc.gov/ccmsforms/form1088.action
http://www.consumerfinance.gov/complaint/
http://www.fraud.org/
http://www.stopfraud.gov/report.html
Tip off FBI about this extortion attempt by filing form at: stips.fbi.gov/
If you paid by Green dot money pak your money is lost. You can make a complaint to the Green dot company. But you will not get your money back. If you paid by CC or debit card you can go back to the bank and see if they will reverse the charges.