I don't think it's precisely a scam, in that it's legal for you to hire a company to apply to the diversity visa Green Card Lottery for you. So it's legal for a company to charge you to administer your application. But it's totally unnecessary to do that, because you can apply for free without a middleman:

http://travel.state.gov/DV2004.html

Keep in mind that this program does not apply to people in some countries, so read the site above. Your Fiancee may not be eligible.

Best of luck!