Did they give any information about the radio station? If they did, I would suggest contacting the station to see if it is legit. Perhaps there is a website.When I send a note to an artist requesting a CD I make sure to include a link to my stations webpage (www.wfdu.fm - hey, I put plugs in wherever I can!!) as well as give some info about my show. I try to mention some other artists as references, and always ask the person to whom I am sending the note to contact me if they require any more questions.
It bothers me when I here of potential scams like you found because it makes it harder for legit radio hosts to get material in addition to ripping off the artist. Perhaps you should post the note here and on the folk-dj list if you are sure that it is a scam.
Ron Olesko WFDU-FM