Dose anyone out their know about a government grant scam going on?

Well,about a week a go I received a call from some agency so called "Government grant Bauer" and that I was selected to receive the amount of 5,000 dollars they had all my information I ask that how was this possible? They told me for being on time with my taxes well to make a long story short I gave in and at the long run I ended up losing 295 dollars for proses fees and they wanted a other 250 to complete the transfer I was just frustrated with the hole thing and told them I wanted my money back money that wasn't even my to Begin with. but they still keep on calling. What can I do to stop all this mess I got my self in to?