cash advance usa was very pushy over the phone...told me i would be arrested at my job the next day....what do you say to that? Internet

an Indian man called my place of business more then once...telling my i was being brought up on 3 different charges for a loan they say i got. i called my bank and they said nothing was in there from a loan. so the Indian man on the phone was very pushy told me not to speak while he explained it to me.told me not to ask any questions till the end. so i listened to this man barley understanding his English i was writing down everything, i missed one part so at the end of him speaking, i asked him to repeat what he had said. he told me to hold on and the phone hung up!!! i never received a loan from them but now they wont stop calling my job. i look up the area code and they are calling from California.....not sure what to do now...