I applaud you!!
You know, I was almost scammed by these people. They are seriously everywhere! Two years ago I started a search for a yorkie puppy and found their ads everywhere. I was unsuspecting at first. In fact, I found so many people "selling yorkies for really cheap" I decided I would take my time and find the perfect puppy. As the search went on I began to find it peculiar that most of the people selling these puppies had really bad English and more than one was from Camaroon. Oh, yeah, and they all had the same format (the questionnaire) in every email, yet they claimed to be different people with different dogs.
I caught on and googled cameroon puppy scam and was disappointed but relieved I didn't fall prey!
I was thinking it would be awesome to pretend to be interested, tell them you wired the money, and when they go to Western Union they can't get the money. Then say you must have made a mistake but fixed it, luring them there again and wasting their time like they did yours. You know, have them keep going back until they figure out you're scamming them, too. Not sure how Western Union works, so I don't know if this would be possible, but the thought is amusing
!