Should I be worried?

I was desperately trying to make more money, found a website with comments that it work for them. It was a western union hacking for a small fee. I tried it and got the mtcn code from them. I wanted to know if it’s real so I track the number. Nothing went through and it keep coming up invalid. So I emailed them and they cursed me out and said I wasnt supposed to do that because now my profile been flagged and I cant get the transaction because it came up as stolen funds. I got scared and they say they clear it if I give them more money. I decided to but cancel it and now they keep threatening me and telling me how I will get in trouble with the law. Nothing had happen, but I’m still worried.