Have you tried answering it?
My parents have a fax machine and used to receive '419' letters/faxes frequently - I lived in Nigeria for a few years and their number had been logged by someone, somehow, at some time.
A '419', if you haven't heard of it, is basically a fraudulent letter telling you that you've won something, or someone needs to transfer money - all using your account. Needless to say, once you supply these details you get fleeced.
I know that there is a police department that looks into the '419' letters. Not sure if you can phone them with a number though. Will have a browse on the web.
Ooh, sympathy by the way. It really wound my parents up and they suffered for years.