I'm surprised they want the Western Union sent to Spain. Most of these bogus checks are from Nigeria.
(As part of Nigeria's "bail out" they received check printing machines from the Canadians and others, which were promptly heisted. Now the checks are being sent to us all - a nice "thank you" from the Nigerians, huh?)
I still think in the long run you'll find that the balance you sent would have ended up in Lagos.
I can make you up a bogus Western Union transfer receipt if you want some "payback." Make 'em run a little and then slap them when they protest.
Otherwise, destroy the check immediately, or go see your bank manager and have him/her stamp it "Fraudulent Item" or you could be arrested for mail fraud.
Seriously.
Mac