Brewer, Michaels and Kane Threatening Law Suit

We received a call from a Brewer, Michaels and Kane last week saying that they had an "affadavit of fraud" against my husband and even gave us the case number. They also called my parents and left a message there for my husband saying something about a warrant for him. We were on vacation at the time, and it worried them about getting in touch with us to let us know. I looked them up on this site and saw that they aren't really attorneys and probably what they were saying may even be illegal by telling us that they have a court case, etc. I received another call from them today, and I called them back. Basically, the guy on the phone told me the same thing as the message, and I asked him for the address so that I could send a validation letter. He never did give me the address and told me they wouldn't validate anything. He said that they would send any documentation to the court for validation. I told him I thought I was entitled to receive any documention and that he was obligated to provide it to me. He said no. He said his call was just to let us know that the case was being filed and he had to know what to tell the judge, if we were willing to take care of the debt. By the way, he said it was for a payday loan from Payday-Loan-Yes from last year for $350 but we were being sued for over $2200. Since he refused to provide me any validation, should I send a letter anyway? Does anyone have the address for them? I told him that I would just wait on something from the court (if anything ever comes). Should I worry about this? Any advice?