International Financial Inc. Why can't this be true? Uxbridge Ontario

So I received a letter this week from the International Financial Inc company saying I was the winner of $125k. They enclosed a check for $4,850 to help me pay for the Non Resident Government Tax on my winnings. I scream scam on this since I see the other 2 posts but here's my question:

Since this is a legit check, can I cash it? What if it's bad? Do they go after them or me?

If these people are wasting my time and trying to scam me then I want something out of this. Either the amount on the check enclosed or a gun, a bullet, and John Garfield, my "Promotions Manager", standing in front of me and every other person they are trying to scam with this.

Any help or action I can take would be appreciated.

Bobbie D
Champlin, Minnesota
U.S.A.