I'm Lucy, and I'd be happy to answer your questions today.
Yes, you absolutely did the right thing. This is a VERY common scam. I'm glad Western Union stopped you from sending the money.
Publisher's Clearing House ONLY notifies winners with the prize patrol van you may have seen on TV. They do not notify winners by phone, mail, or email. You never have to pay a penny to collect your prize from PCH. This is called "advance fee fraud," and it's become so common, PCH has posted warnings about it on their website (and they do new blog posts every few months).
The FTC also has posted warnings about this type of scam.
No one legitimate will ever require you to pay to collect a prize, other than a nominal fee for a raffle or lottery ticket (which you pay BEFORE winners are chosen and which do not guarantee a prize).
It's important that you are 100% satisfied with my courtesy and professionalism. Thank you.