What site do I go to, to find out if the company that just sent me a check to be a secret shopper is true?

Question

I Just got a check from a place called National Market Research Program for exactly $3,980.00. It said I had to spend $110.00 of it at a certain store and as a secret shopper and had to rate their store. Then send $3,400 back to the company in Western Union to check Western Union's efficiency. I get $400.00 out of this. Where do I go to make sure its lagitiment. Does it sound lagitiment?

Answer 1

When was the last time a perfect stranger asked you for $4000 and you said "Sure. Here you go."?

Next question please.  

Answer 2

You don't have to go any further.  It is a well known scam. Don't do it!  

Hold on, I'll search secret shopper western Union scam and link up the results...

Edit:  OH yeah.  That refreshed my memory.  An easy scam as after you cash the cheque, it will bounce or be found to be fake.  And your bank will reverse the payment to your bank account.  meanwhile you will have sent someone $3,400 of your money via western union.