Integrity Advance - Collections?

About a year ago I sent my letter to Integrity Advance and closed my bank account. I never heard anything from them after my letter was sent.

For the past week I kept getting calls from a number I did not recognize on my work phone. Since I didn't recognize the number I always let it go to vm. The voicemail that was left was always an automated recording but never said who was calling. Two days ago I decided to call the number back because I was tired of them calling me at work. Turns out it was some collection agency regarding my payday loan with Integrity Advance. The guy said my balance was $700+ and wanted to know how I wanted to take care of my balance. When I asked him to send me this information in the mail he said they already did back in April. I told him I never received it and asked him to send it again and to stop calling my work. He said he would note the account and hung up on me.

What do you guys suggest I do? I know that Integrity Advance does not have a license to lend in the State of Alabama.

Thanks!