Capital Collections LLC - putting co-workers in my business

This collection company has bought an old Payday loan account from a previous company that I dealt with. Now they are faxing my jobs threatening legal action and on the front cover of the fax it states that a warrant will be issued through my local district attorney. It was first sent over to another department, in which an employee re-faxed it to my area, then from there, another employee took it off the fax and gave it to me. Is this legal?