Complaint Review: cash net marketing department of law and investigation

i received a call at work from this company saying that i took out a payday loan at cash  net marketing and that i  owed a certain amt of money and that i needed a lawyer or they  would send the police and have me arrested for loan fraud.  when i stated that i never took out the loan the person became very angry and started talkign in a very rude voice so i just told him give me a fax number where i could send doucments to prove that i did not take a loan  out on that date from that company.  he was still rude told me that he didn't want any proof he just wanted me to pay.  well i told him i would get a lawyer and that my lawyer would call him.