Not a debt-collector.
It is difficult to assist here, because it's a matter of culture as much as language.
I know that I would be most unhappy if I received a letter like that. It is possible that the person you are sending it to did send the letter, but that it got lost in the post before it could reach you.
I have written the letter I would send. It may not be what you want.
Dear Mr XXX
Thank you for your letter dated 6 March 2011 in which you wrote that you had sent us a cheque on 14 February.
A check through our files shows no record of your letter being received. We can only assume that it got lost in the post. You might care to contact your bank to ensure that the cheque has not been presented for payment.
As no cheque was received by us, the sum of $586.23, due on 21 February, is still outstanding . Please ensure that we receive this amount by 15 March.