Pls tell me what I should do

I was scammed by Counterfeit Check Fraud(http://www.fraudaid.com/ScamSpeak/Nigerian/nigerian_counterfeit_check_fraud-01.htm) lately and I lost $4500......... I know I have no ways to get back my money, but i just want justice.
I set-up a trap so that these kind of people can contact me and try to scam me again. I posted an advertisement at the online classifieds that I have used and been scammed. Just as what I expected, someone sent me the email today and the content is as follow:

Hello,

Thanks for you mail and understanding, Iam based in Ontario Canada
and shippment will be hanadled by me and i am ready to offer you
$2,50 to secure the purchase as I will love her alot.

I will not like to lose Sony Network Walkman for any one so
pls accept my offer and get back to me. As regards the payment,i will
have my assosiate in the U.S to send to you a cashirers check in the
amount he's owing me $6,000.00 and on receipt of the check you will
have to go to a cashing point and get the value while you will send my
balance to my shippers Global Trade Inc who will be coming for the
pick-up of Sony Network Walkman your location

N.B
They will be responsible for all the nessesary documents.

If my mode of payment is ok,kindly get back to m with your full name,
your contact address and your contact phone number so i can instruct
my assosiate send the funds out to you immediately.

Thanks



I have told him I am interested in this offer and I think I am getting the fake check soon since he will probably send the check via FedeX. Should I report it to the police? I wont open the Fedex envelop since the check may have his finger prints. Should I report it to the police? Will they help me? Or should I report it to someone else?

Please help....
Thanks