Job Advice... What to do?

Hi everyone,
I don't post here very often but I really need the combined efforts of the WAN population for this one...
Last week I had 2 job interviews. At the first one, they offered me the job and were really nice to me but I had another interview for a job I didn't think I'd get so I went along anyway and got that one too and it pays a lot more so i really want that one :-)
The thing is, I told the first place I'd accepted the job so they're expecting me to start on Monday and they've sent me an official letter etc. But, the second place haven't sent me a letter yet although I received an email from my prospective line manager saying congratulations and he looked forward to working with me from Monday.
So, the question is, do I ring the first place and tell them I wont be starting there or do I wait until I have an official letter from the second place in case they got it wrong or are going to change their minds or something? I don't want to leave it too late to tell the other place as they were really nice and it would be kind of leaving them in a bit of a fix but at the same time, I don't want to tell them I don't want it in case it all goes wrong.
If any of that makes sense, I'd be grateful for some advice.
Cheers in advance.

Phone the 2nd place up and ask if they are sending an official letter. Then go from there. That would be the best thing. I'm just waiting to hear if I've made it to interview for 2 jobs so keep your fingers crossed for me. And good luck!

yeah mate - fingers crossed for you xx
I have just rang the place up and asked where it is and they've promised to ring me back to let me know... so i'll sit here and wait.
Ta.