I've had it happen to me several times. Tried to catch them by getting them to send a check, they just wanted more and more and more personal info and I refused to give any past my name and address... everybody else I've talked to says the FBI won't do anything, it is out of the country - probably Africa. The first guy to contact me admitted to being in Africa, the second (I'm 99*) sure it was the same guy was supposedly in the UK.
Delete their email and don't waste time, just use it to educate those you know.