Several government agencies have been warning people about various "extortion scams" or "intimidation scams" or threats, being worked by telescammers. Your call may be one of them. Read about some of those scams, report them, and learn how to protect yourself, here:
Facts behind some of the scams:
http://phonehelp.2truth.com/facts_rev.html
If you believe you received one of those scam calls, here are two lists of places where you can read even more information, then report them:
http://800notes.com/arts/I2neMkbUAAo/where-to-report-phone-crime
(If the info you wish is not at the above site, try this one:)
http://phonehelp.2truth.com/complaint_sites_rev.html
Remember to return to 800notes.com, and tell us you protected yourself, or to help other people from getting scammed.
I received a call as well. And they threatening me. Accussed me of fraud call everyone in my family. I don't even no how they got all of this info. Stated that they were a private investigating company!!