Fast Cash International Michael Turner Extort Money unknown, Nationwide

On April 16, 2010 I received a phone message from a Michael Turner who indicated he was from the Federal Crime Investigation and it was very important I call him back.  When I did, he went into this script confirming all my information, the last 4 of my social, my bank information, etc. Once I confirmed all that, Mr. Turner told me that I had committed 3 felonies and read me Count, 1, 2 and 3.  When I tried to interrupt he basically told me to not speak until he was done. At the end, he said now do you want to take care of this out of court or in court. The cost is $786.00 out of court and $2,917 if it goes to Court. I did have a payday loan a few months ago, but it was paid off and has no balance owing. When I inquired as to who the creditor was he said Cash International. I said well who is that because that is not who my payday loan was with.  When I asked what the amount was, he said I knew.  He then told me to hold on and transferred me to a William Johnson.  This guy told me to get a pen and piece of paper and write down exactly what he says. He told me I had 2 hours to send a letter to him that was notorized in order to keep this from going to Court. He told me that I would be arrested at my place of business. When I finally was able to get off the phone, I contacted the company who I had previously had the payday loan with.  They told me this was a scam and to not send them any money and to file a complaint with the Attorney General which I did.  I immediately contacted them back and told them to cease any further contact with me as I had just confirmed that this was a scam. I also faxed them a letter and told them to stop contacting me and told them I had contacted the Attorney General.  I am still receiving calls from this Michael Turner. My next step is to contact my cell service and have their number blocked.  What I wanna know is, how did they get all my personal information?