Did you enter any lottery in Spain, or did you get this letter out of the blue? That should be your first warning sign...
I can't stress how much I agree with the other experts
. You are the victim of a scam. These people are so clever -- they forge documents to make them look official, promise you money, etc. There is no lottery, no winnings, and these people are fake identities created by the scammers to try to trick you.
Did you pay the $3,400 by Western Union? Have they asked you for any money yet?
PLEASE don't give them any of your personal information. They will use it to steal as much of your money as they can.
You are not going to get a check next Monday. They will come up with some excuse about why it has to be delayed. And they will ask you for money to help "fix" the "problem". Either that, or they will mail you a fraudulent check (and if you cash that, you are responsible for it -- there will be no way to trace it back to them). Please read this article for a story of scam victim who ended up in *jail* for cashing a fake check:http://www.sfgate.com/cgi-bin/article.cgi?f=/c/a/2006/08/30/BUGTGKRHSF1.DTL
Also, you are not the only scam victim, so please don't blame yourself for any of this. I know you may not want to admit it to yourself, but please don't feel bad. Many people fall for these things, since they are so well organized.