I've been talking to people about this, and you have two courses of action. If it is a personal check from this person in spain, then call the bank on the check and verify that the funds are available. If the funds are sent via western union then Western Union is the debtor to you and they guarentee payment the last time i checked.
I would personally be very weary of this because he obviously has the money and why would he send you a personal check of $3000. I think that you should win one back for all that have been scammed and keep the extra $2500 (j/k).