Collections help!

I am not sure if anyone can help me, I defaulted on two pay day loans in 2009. I was in a payday nightmare that still continues in 2012! The payday loan companies sold my account to a collection agency by the name of capital accounts. They are reporting to the credit bureaus with four different account numbers. I have disputed them but the credit reports have responded that they have been found to be accurate. What can I do? I live in NJ and since they are illegal I thought they couldn't do this. Please help!