Did some more research, and calmed my paranoia some. Had my company's sysadmin see if they thought my email at been compromised. Looked okay.
Did some research on the information they were requesting and learned way too much about international wire transfers. One post was correct, this is a fairly common thing to ask for when a European entity wants to send money.
So, sent them the international wire information from an account I don't use much. See what happens I guess.