Complaint Review: Financial Crime Investigation

 i received a phone call from a a man with a heavy indian accent using an english name.  He changes it on occasion.  The last phone call i received he stated his nam was Don Lewis.  On a previous call i hung up the phone on him because he could not provide any answers to my questions about my supposed case.

I saw his number appear on my job phone and decided not to answer.  When i listened to the voicemail he stated the following. 

"You hung up on my face.  Just wait and watch.  I am going to call the managers at your job and put a block on your SS#.  If you don't return my call be prepared for the worst time of your life." 

Now this freaked me out.I have no idea what to do as he is not only calling me on my cell phone but my job as well.  I can easily change my cell phone number but what do i do about my job phone?