Never received money

Sold a phone to somebody that did a money gram payment to me.Money gram send me a mail to state payment was approved and will release 8 digit number as soon as the receive a tracking nber that package was send.So I did that and they confirmed to get back to me.Now parcel was picked up without me giving the ref number to buyer but no money or 8 digit number send to me!!!!!!!!!!!!!I beleive this is a **** from Money gram because even phoned the bank and they said that money gram does business this way.Want everyone to know and be carefull because they are a bunch of *****s and I want my money somehow!!!!!!!!