Helpless

Ok, I got contacted by a Steve (no last name given), he said he was trying to collect on a loan (I assume he was talking about a payday Loan). It took several attempts to get the answer from him but it was suppose to be from a company called Loan Mart in Tacoma, Washington in 2007. I told this Steve that I never heard of the company, the only payday loans I have done was from two businesses, Zippy Cash and J&J Loans, both are paid off in full and they are no longer in business. He asked me to confirm my last 4 digits of my social which he told me and I said yes that was the last 4, but I do not owe any Loan Mart nor heard of them but then my cell phone starting breaking so bad that he got frustrated and hung up on me. A week letter I get a letter from Frontier Financial Group stating I owe $276.00, they were hired from another CA called United Debt Holding Company (to which I saw that same name in an earlier post) which was sold by a company called Dollar Financial Group. No where does it say Loan Mart or whatever the name of the business is.
I called the number on the letter head 888-966-6015 and gave them the ID# that was also on the sub-letter head and the young lady patched me to this Steve (again no last name). For the record I used a seperate Cell Phone. When he explained what it was all about (again) I again told him that I never heard of the company, he got really rude with me and started yelling at me. Then he said the information that he got did not just popped up out of the blue. I repeated what I told him earlier, all my payday loans are and have been paid in full. The next question and statement got me flustered though, he asked me if I ever was arrested for writing bad checks? I told him no, he said "Really" in such a way that makes me think he is going to try that. I also have gotten several calls from some man (my employer answered the phone) no name given, was really rude with her when she told him not once but several times I am not allowed to have calls coming in on the business line, he kept pressuring her what time do I work, she said she will not give him that answer and to quit calling, he kept calling. He refuses to give out his name. And I am not sure if this one is from the same company but the tactics I have been reading about on Frontier Financial Group kind of fits in, I got 2 calls from an Alicia Winston, she claims to be from the State Attorney's office, the first one is if I don't call back, the information is Time Sensitive, that I may get legal reprucussions, the second message I got was about someone using my name and Social Security number, 951 area code when I checked the Washington State Attorney's office for the number the area code was not the same, so I did a search on the phone number and found out it was in Corona, CA checked even further and California's State Attorney's office is in Sacramento, hmmm? After getting harrased I contacted an Attorney to see what legal options I have. Should I be concerned?