Calls of this type are quite common.
I got a similar call from "The IRS" telling me I would be arrested for unpaid taxes . . . pay up NOW . . . sheriff would be on the way. . . etc.
My response was to give them detailed instructions as to exactly where to place their Form 1040.
Also, FWIW, www.nomorobo.com has cut down on such types of incoming calls immensely!!
k