How to report someone for doing money pyramids?

If this is an interstate money pyramid then the FBI would be the right people to start with.

If this is in the United States, you can report this to the Federal Trade Commission also.
"PYRAMID SCHEMES" (http://www.ftc.gov/speeches/other/dvimf16.shtm)
FTC Bureau of Consumer Protection - About Us (http://www.ftc.gov/bcp/about.shtm)
Federal Trade Commission - Regional Offices (http://www.ftc.gov/ro/index.shtml)