Need some help

I have an internet payday loan with cash direct express. I live in Indiana. They have rolled over my loan 5 times taking 110.00 every other week. Last week when I found this forum I closed my bank acct and didn't pay them anything more. Now they are saying I'm in default and I have a place called Alliance Assets Management calling me several times a day. This place is located in Illinois the address says. The payday loan is out of Delaware. My state only allows 3 rollovers. So if I have payed 110.00 five times already that means I'm done paying if this place is illegal in my state. I payed the principal they should owe me 50.00. Need to know if this place is legal or not. I sent their customer service at cash direct express an email. Told them I owed them no more money that they were illegal and to cease all contact with me included the collection agency they used. I also told them I contacted my Attorney general's office and State's attorney too. Any info on this place would be greatly appreciated.