How do I stop the harassment?

Well I haven't had to deal with payday loan companies but I did have credit card companies call my work and I simply told them that they are jeapordizing my employment and demanded them to stop calling my job. I also sent certified letters to all my creditors informing tham not to call my job as well as my enrollment into a dmp. The calls to my work have stopped and but I still get an occasional call on my cell phone.

You can send them cease and desist phone communication letters, but unfortunately, they do not have to abide by the request because they are the original creditor. Some will however honor your request to stop phone contact, it is worth a shot.

Should I deal with these people on th e phone and let them know that I know they're not licensed in my state(Maine) and I've already spoken with the AG's office?

Yes I would call them up. Tell them they are illegal and not to call you. Also tell them you have filed the complaints. Thats what I did. KYSIDE38

I just spoke with one company. I gave her the speel and she said she was going to tranfer me to a manger. Now a manager is suppose to call me back. So I should just hold my ground with them?

If they aren't responding, why waste your time? Make a careful record of all your communications (recording phone calls, if you can), and bring it to an fdcpa attorney. You don't have to take the harassment, but you can't expect debt collectors to see things your way and stop. Sue them to make it stop.