At least start here:
http://www.ic3.gov/
File a complaint with the FBI internet fraud site. When I got ripped off I got a form from my states attorney general through the FBI site. Contact your local police department, not his. Find others that have been ripped off and get them to report to the FBI. Turn up the heat. short of showing up at his house you just have to make his life miserable. The clown that was ripping me and others off, we just kept it up until it was obvious that he was in trouble, and I got my money back. There is no guarantee that you will get you money back, but keep the pressure up. Don't let him get away with this! I know he is in Puerto Rico, I don't know how that will effect things.
Sorry about your bad luck,
Ray