First of all, before suing this friend you should assure yourself that the courts here in Massachusetts can assert authority--or what is known in legalese as "jurisdiction"--over him. Courts have jurisdiction over persons from out of state only when they have had certain "minimum contacts" with Massachusetts. The question of whether someone has had minimum contacts is determined by, among other things, the degree to which the person was in the state physically, took advantage of the laws of this state to do business, used phone, e-mail, etc. to communicate with persons in this state. Although I don't know all of the facts pertaining to your relationship with this person, if all you did was to send a check to the person based on his verbal representations, that would not be enough to constitute minimum contacts, and any judgment you might obtain here in Massachusetts would likely not be honored by the state in which you would have to enforce that judgment. You might consider as an alternative hiring an attorney in the state where the defendant lives, and bringing suit in that state.
Generally speaking, you can sue a person in the courts of the state where the defendant lives, where the promise occurred, or where the breach occurred. If the person contacted you at your Massachusetts home, or your Massachusetts phone number, or received the funds in Massachusetts, then Massachusetts courts probably have jurisdiction. See if your local courthouse or your local law school has a self-help center for Small claims cases.