No response to e-mails.

I received an sms from Monique / Courtney about my gym account. I cancelled the contract months ago. I sent them an e-mail stating that this is the first communication I received from them. They don't respond to my e-mail, but are threatening me with legal action. How can you send a sms to remind me of something when it is the first time I hear from you. When I do respond to the text, they don't reply. I will not be threaten and I will lodge a complaint with the Council of Debt Collectors.