Fraud what to do???

Has any one ever heard of the company Affiliated Consolidation Services? I got a call from them at work today, when I questioned them they became irritated with me and threatened me with jail and the loss of my job and family, I was a fraud and I was going to rot in jail the claimed to represent a company I have never heard of, so I questioned more...the number is: 914-371-6826(this is a cell number I called information and did a reverse switch)he claimed to be Peter Jones, he had a asian accent, I told him I could not understand him, he put me on the phone with DennyJones he had a hindue accent, I asked to speak to the manager his name is Jason Anderson, who also has an hindue accent, he claimed to represent a payday loan company, I asked where the main office was located, he continued to tell me that my credit was in danger, he did not want to damage my credit, I don't have good credit, Jason contunued to call me names like an idiot and asked if I as dumb, He NO longer wanted my money and wanted me to be in jail...I asked him if he was Americian? I called the Loan company he used as an excuse, they told me that they have NEVER HEARD OF THIS COMPANY AND DO NOT USE THEM FOR COLLECTIONS. I also alerted the Better Business Bureau, Federal Trades Commission, and State Consumer Protection Agency. Because I could not get their address, I have nothing to go on, but they are aware of the company name that they are using and the phone number listed above. BEWARE!!