Left a message saying that I had a payday loan in collections and if I did not pay it immediately they were going to file papers to issue a warrant for my arrest and garnishment. She had all of my information except she did not have my current address or employer. She then transferred me to someone at United Financial who told me to send the money via MoneyGram at my local CVS or Walmart.
Well hopefully you didn't since this is an extortion attempt by criminals. No one gets arrested because they didn't pay a bill, especially pay day loans which are illegal in many states. Garnishment only happens after an actual court case where you lose and a judge signs off on it.
Read up on your rights here and also make a complaint at this government site: http://www.consumerfinance.gov/
Also file a complaint with your State Attorney General's office.
List of State AG’s offices: http://800notes.com/faq/attorney-general
Don't bite on this scam. It's the ACE scam that is ongoing and noted all over the internet. Google it. And guess what, if you were being taken to court, they would have to PHYSICALLY serve you. Otherwise, they cannot seek a judgment against you unless you fail to appear after being served. Continue to report to state's attorney general despite NOTHING happening.