Stopping payment on a gov't cheque

My ex has a gov't check sent to me each month for child support. He has the money automatically withdrawn from his military pay and the gov't issues a cheque for me for child support. When I receive this cheque in the post I endorse it and post it off to my bank in the USA. Well seems this month there is a problem. The cheque never made it to my bank. It usually takes about 7 working days in total to mail the cheque and have it posted to my account but it has been nearly three weeks now. The bank suggests I call the cheque issuer and have payment stopped and a new cheque re-issued but who do I contact to stop payment on a government cheque? Just to clarify this is US gov't not UK.
Anyone have any ideas?

Is there any way to set it up as a direct deposit to your US account?  Perhaps as an allotment out of his paycheck?  If the military payroll system is anything like the federal (civilian) gov't pay system, it should be fairly easy to set up.  I know this doesn't solve the immediate problem, but it would prevent the problem in the future AND get you access to the child support money more quickly...

Also, don't know what branch of the military he's in, but you may be able to find some payroll contact information on their website.  You might be able to find a link on www.firstgov.gov