I have looked through some prior threads on this company and found several that said they were illegal and were based out of Canada.
Of course, I could be wrong here - and I am sure someone will corerct me if I am - but it appears they may have moved to another location. When I went online yesterday to get an extension to my loan with them (to give me time to get ACH blocked and account closed) here is what their information came up as on the contract:
paydaymax.com Inc.
Old Airport Road, The Valley
Anguilla, B.W.I.
So, it seems they are in the British West Indies.