Complaint Review: cash net marketing

I was conact by a man name shaw smith say he is calling from department of law investigition he was call because i took out a payday loan and i didnt repay it it was for the amount of 600.00 i told he i had never took out a payday loan so who can i talk to at this company concerning this matter he didnt have a number on account number all he could tell me that the company name was cash net marketing i look up this compnay came up with this company so i am try to get some help about mr shaw calling me and he only have the last 4 digit of my ssn and name but no mail address for me