The very same thing just happened to me. They called today and informed me that I had a grant approved and that an account was being set up for me. The fee was $3 and the fee was set up to provide protection to my account and personal data. I dont remember filing a request for Government money nor a grant. I believe it is a scam and the people they are hiring to do it don;t even speak proper English. The background was so noisy and sound polluted. Don't send money to this company. This is the website that the person provided me with: wwwusfinancialgovernment.com
If you have been called and offered a grant that you did not apply for, please DO report it. You can do so by going to http://www.grants.gov/web/grants/support/general-support/grant-fraud.html and either calling the number or sending an email to the number and email address listed at the top of the page.