Wait, you signed a lease without first previewing the home?
Did you lease from a reputable property manager that has a storefront?
Do you have an address where to mail the payments or a person whom to deliver them?
No reputable property manager will lease a property that has been foreclosed (and if there was any exception it has to be clearly disclosed). Monthly payments must be done at the property management office, so you have proof it was delivered.
With the little info you provided it does sound like a scam. Verify with any real estate if the property is listed for sale with a RE broker. If not, then contact Fannie Mae directly. If a scam you will need to make a police report. And maybe make a call to the to the Channel 9 investigative reporter...they may be able to find you some answers.