Debt Collectors

I am being harassed by Michael, Brewers and Kane. They are a part of Tri-Financial a debt collector. They will not admit to it, bit I have researched it. I took out a payday loan with Payday loan yes. I was being paid monthly and verified the due date, several times with the rep. They placed the credit, waited until my paydate and made the first debit. They then began to debit weekly. I called and explained, they continued. This caused my accts to be closed and my name turned to check systems. I am now being harassed by debt collectors. I am now being harassed by these people saying they are taking out papers in my county and calling my relatives. What should I do.