department of law and investigation eric clark called my job and cell phone stating i was being sued for fraud of owing 12 thousand dollars Internet

So I get a call at work with a message from my boss that an Eric Clark from department of law and investigation has called and that I need to give them a call back imediatley.  I call the number and ask for the guy who left the message with my boss and I was told he wasnt available at the time but Justin...not sure of last name...whom had a middle eastern accent and was very hard to understand...asked if I had an attourny he could contact that was representing me with my finacial problems...when I said I didnt cus I didnt know i was having them he replys..Oh No well this is a really serious matter your being sued for fraud from a loan u required online of 12 thousand dollars..he then stated he needed to verify some information...asked me if my name was ^&%$$% and if my last four ss# was (*&^ and so on.  When I asked why I was being sued and whom by he said only from a loan i had borrowed.  I told him I didnt borrow a loan only had looked into one he stated well u are going to have to go to court and prove it or u need to pay within two days or u will be sent to jail for fruad.  I told him I wanted to know why I havent had any papers served to me legally and he got mad and started yelling...why would we be calling u and making this up.  This is a ver serious matter.  The scarey part is he knows my bank number and the last 4 digits of my ss# and even had the oddasity to leave messages on my phone with that information which i have saved on my phone.  I work in a Nursing Home as a CNA and my job could be on the line for somthing like this considering they are harrasing them too. Does anyone know of who i can contact regaurding this matter or what i need to do to stop the harrasing calls?  I am truely worried about my carrer here this isnt a matter to take lightly... this happend on aug 23 2011.