Professional Marketing Group

PMG tried to scam me. I got a call from last night. They blocked the call so it showed up as restricted on my caller id so I didn't answer it and they left a message. When I listened to the voicemail the woman leaving the message said she was from Private Mentoring Group. She said that owe them money and I have to transfer the funds as soon as possible or they will start a case against me.
I listened to the message several times and couldn’t believe it was happening. I didn't trust this message to be genuine because the call came at night and nobody is working at this time. I still don’t know how they get access to my phone number and address.
I tried to find something about this company on the internet and found many people complaining in the same manner as I. There is no way to contact this company back. I am sure that some people paid them without any verification.
Help me to stop Professional Marketing Group before they will scam more people!