Mystery Shopping Provider's Association

They sent me two moneygrams in the amount of 990.00 (both) and ask me to keep 400.00 dollars for myself and go to Western Union and send 1450.00 to an address they provided and the rest of th money was to pay for the WU. It turns out that thy monegrams were already cashed. They wrote to me that I was suupost to be evaluating either the Western Union or the Moneygram at no cost to me.Yet the moneygrams were not even good.