MoneyGram Money Transfers Complaint

MoneyGram Money transfers department,

Domestic (US) money transfer Fraud or scam New Mexico

I made a purchase on - - which involved a Money-Gram ( Walmart ) money transfer. after remitting the funds, the next day, I received an email from - - requesting additional funds for " Shipping Insurance ''. There was no mention of any insurance prior to purchase. I sent emails to both parties ( seller & - ) requesting to cancel the transaction and refunding my funds. I receive no replies from either party. I have been SCAMED by someone posing as - -. How do I take legal action to retrieve my funds?