Want me to pay for a service I never received

Few months ago I was in a real tight bind with cash flow. I went online to find someone to give me a loan. I filled out my details and sent the a request. Next moment I'm receiving invoices and Simmons threats for a service I never received. I'm terribly upset and they have been harassing me every day for the past few weeks with threat letters. What can I do to stop this harassment?