Thank you for your help. I got a letter from these guys and it was definitely fishy, included a check and asked to wire the contents once deposited from Western Union. Mystery Shopper scams like this are only meant to rob. Don't fall for it!
Contact the bank the check was drawn on or go to your local bank and tell them you think the check is a fake. Bring all the information you have on the person who sent the check and the instructions on whom to wire the money to with you. Ask them to investigate and pass all the information to the banking authorities who can investigate and hopefully arrest these scammers.