not happy

i received an sms from gym company today saying that i have been black listed and if i don't join the gym by the 31st of march then my credit profile will be bad.... I cancelled the contract with them since the communication was you can cancel at anytime, the reason why i cancelled it it because i was not happy and and also my financial were tight. So now today i receive a threatening sms from them saying they will blacklist me after the 31st. i cancelled this thing long time ago i dont need to join again.