I wouldn't beat yourself up about it really, you made a bad move and I'm sure you've learnt from it, heck it's probably given you a huge life lesson. Scamming are some people's careers and some of the rats are damn good at what they do, otherwise they wouldn't be doing it. The most you can really do is follow some of the steps some of these guys have been saying about reporting the account and stuff.
EDIT:
Completely understandable that you feel sad and depressed, it's a normal response, even worse that some of these outcasts in the community are calling you dumb and stupid. IRL, around 4 months ago, we had people impersonating Police Officers and calling people and telling them that their bank account is being used fraudulently, and they need to withdraw all their money and give it to this arranged courier that will be sent to their house, a very elderly gentleman withdrew £21,000 which was his retirement money and gave it to the courier and that was his money gone, nothing the banks can do as he willingly gave it over. He was pretty sad and depressed, scamming happens and as I said, it's probably a good thing this has happened to you as you we're obviously not aware of scams before.