These guys are scammers - they pose as FBI agents and I called the REAL FBI IN NYC who said to simply say "You guys are fake, and YOU will be arrested for falsely impersonating an officer"
Just answer the phone and mess with them saying "Oh I'm sooo scared" or tell them where you're at and to come get you. It's more fun to piss them off than it is to let them bother you so badly over something that is 10000% totally fake!