Quickcash.net Julia Smith threatened me, Internet

I was left a message on my answering machine from a Julia Smith from the Cyber crimes unit representing Quickcash.net.  They threatened my house and jail time.  When they call me it comes up as unkown name/unknown number.  The gentleman that called me when I answered the phone, knew my name, last 4 of my ss #, my phone number and said that he was Julia's supervisor and I could talk to him.  When I asked what it was in reference to he told me about a loan I supposedly took out and never paid back, he read me the list of 3 charges.

 When I told him I had no idea what he was talking about he kept saying it was all sent to me in an email,(Which I never recieved) and wanted to know who my lawyer was.  I kept asking for a date of the transaction so I could reference my bank account and then he asked me if I had a hearing problem, at that point I can tell you I prefer not to repeat what I said to him before I hung up on him.  These people had very thick accents and I know I never took out any loan from them.