Craigslist scam, what to do with the money order?

I have ALMOST fallen into the craigslist scam (the one from Nigeria). If I do receive the Post Office ‘money order’ what should I do with it? I know NOT to cash it, but would it be worth something to any authorities? Could I be a victim of identity theft because of this in the future?
Should mention that I have NOT shipped anything.

Tagged as: authorities, money order, nigeria, office money, post office, victim of identity theft