Law firm collecting on a payday loan threatens legal action today if I don't agree to pay

I received a phone call today from a law firm that is stating that I owe over $900 on a payday loan (Insight Capitol) that was taken out in December, 2011. They said if I don't set up payment arrangements today, they will send me a court summons and proceed with criminal prosecution, garnishment of my wages, etc. I asked them to provide documentation of the loan and he said that he was NOT a debt collector, that he worked for a law firm and they don't have this information. Yet, he IS calling me to settle a debt, so the whole thing sounds fake. BUT...They seem to have all of my personal information and the last 4 of my SS#. The problem is that I do not recall ever having taken out a payday loan in this time period. If they were legitimate, wouldn't they need to provide me with proof of the debt? I called Insight Capitol and they deny I had a loan... but there are MANY listings for Insight Capitol. What should I do? Please, please help.