Wondering what my next steps are.........

I live in NJ-I started receiving calls from the Loan Shop and also known as Northbay Ventures, Alberta Ventures and Westbury Ventures. His name is Kenneth Combs and he also called my work looking for information. My company was already notified to not take any wage assignment and/or talk to them in regards to me. They are great. Anyway, he called yesterday on my cellphone(I never gave them my home#)and he stated to me that I was in default and I said yeah, send it in writing he goes I will be emailing you but let me explain what is going to happen to you and of course I said no send it in writing. Today he calls me 2 more times and I said where is my email he stated their email is down. I hung up again. I sent this company 2 faxes and 2 emails(different ones I have dealt with) sending them the cease and desist, revoke wage assignment and that if they want to contact me it is either USPS mail or email. I sent these letters to this company and had not contacted my Attorney Generals office as of yet, but when I got these calls today I decided I better call the AG office in NJ and just got off the phone with an investigator at the New Jersey Consumer Affairs office(AG) and he told me to take everything to the Prosecutors office. Before I go to the prosecutors office should I wait until all my loans are with collection agencies and/or does it matter. I stopped paying all my (10)payday loans as of 3/7/08. Or should I just go to the prosecutors office and see what my options and/or if he will help me get somewhere with this mess. Anyone have any suggestions, as I don't know if I have enough proof except for my bank statements and some loan documents.