This is nothing but an extortion attempt against you.
Report them:
* File a complaint with the FBI on their Internet Crime webpage http://www.ic3.gov/default.aspx
* File a complaint with the Attorney General for the state you live in
Also, go to the local police and make a complaint of extortion. They ever call you again, tell 'em you've reported them and then tell them to go to hell! Do it loudly.
They called me today and said that they deposited money in my account in Nov 2012. I never received any money nor did I accept any loans. They told me that if I didn't send a payment by today that they will have warrant for my arrest within 24 to 48 hours. From this exact number.