How can I retrieve my money after a possible scam?

I applied for a loan online with a company called Consumer Loans. I was told that I approved for $5,000, but the individual I spoke to, Steve Miller, asked that I pay $235 up front for insurance, since it is a personal loan and unsecured. I sent the payment, but didn't receive the money. Then, I was asked to send $298 for the taxes and I sent that payment as well in order for me to receive a wiring code to be able to have access to the funds in my account. He claimed that it didn't work because supposedly the code wasn't going through, so now they are asking for $370 to get the wire code activated, but I declined. I informed him that I just want my money back, but they are telling me no because it's already in process. He asked that the method of payments be made in the form of an iTunes card, which at the time, I had no clue of what this card was. I am well aware now that it should have been a red flag for a scam.