Watch out for cashier's checks being sent out by mail

I received a check in the mail yesterday out of the blue for the amount of 1,995.22. It is a cashiers check from Metro bank in York,Pa.It looks very real with watermarks and everything.The company that sent the check out is called Data Development & Research Corp.The letter attached said that this is a secret shoppers opportunity,that I should take $300 for myself,spend $30 at walmart,spend $30 at gap and send 1635.22 western union.Then I am to record my experiences with these transactions and send them back to him. The letter said call for instructions on where to send the money western union,so I called the number and the guy on the other end who called himself Mike Campbell said to deposit the check into my bank acct,then call him back for further instructions.I then, was suspicious so I faxed the check to Metro bank to verify and they replied; they will give this to the authorities, this is a major scam!The check is not real.If I would have put that in my bank acct then the bank would have held me responsible when it would not clear.So be on the look out for secret shopper letters and checks they are on the prowl .