Mr Zakour is quite correct.
Without knowing your banking / credit circumstances, with Mr. Zakour's statement as background, I would suggest that you might like to examine the link below to a number of threads dealing directly with this issue.
http://www.absolutewrite.com/forums/search.php?searchid=1258208
If it doesn't work, then go to the Freelance forum search engine/archives, and try entering the word 'international' or in the advanced search section, and key word 'international' (both searches minus the single quotation marks).
Depending on your finacial circumstances, you might also like to consider NOT cashing the cheque, but saving it and actually having it professionally mounted and framed. Think of it as the professional equivalent of dipping into liquid gold and its solidifying of one's first pair of baby shoes (I can't remember the expression).