"Messing" with these scammers is not a good idea. Read what happened to this company when they simply told one of them "NO":
http://www.wsbtv.com/news/local/cherokee-coun ... -them/407362161
Bottom line is---they are vindictive as hell and want nothing less than full and docile cooperation from their targets. Taunting them places you at increased risk for being placed in a very dangerous situation, as this couple was. Just hang up, block the number and report them to the appropriate agency:
There are numerous telephone and email scams in which individuals claim to be employees of the Treasury Department. These scammers often state that they are from the “Department of Legal Affairs,” offer grant money in exchange for you wiring a small payment, or threaten to arrest you within a short period of time unless payment is made. Do not provide personal information or payment to these individuals. Their actions are crimes under Titles 18 and 31 of the United States Code, and the Treasury Office of Inspector General is working to stop them.
If they claim to be from Treasury, report it to
[email protected] with a description. If it was a phone contact, include:
the exact date and time that you received the call(s)
the phone number of the caller
the geographic location and time zone where you received the call
a description of the communication.
If they claim to be from the Internal Revenue Service (IRS) or it is about taxes, report it to the Treasury Inspector General for Tax Administration at:
https://www.treasury.gov/tigta/contact_report_scam.shtml
https://www.treasury.gov/services/report-fwa/Pages/Report-Email-Scams.aspx