I received a letter with a check from the Financial Services Authority.?

Sounds quite fishy to me. This is just all the sudden getting this check? Companies don't just randomly pick someone in the world to give 39k to. Sounds like a scam to me and the fine print might show otherwise. It just doesn't make sense how a company would give such a large sum of money to someone for no reason or contest winnings that you entered. I would bare extreme caution.