Its the old "We are from the DEA and we are gonna arrest you if you do not contact us immediately" scam.  Caller leaves message you're going to be arrested unless you send money I am sure...  He leaves ext. and number to call ....

Threatening to arrest

Pretty elaborate scheme, but apparently enough people have fallen for it that the actual DEA mentions it on their web page.

Is this real

No.  It's  a scam.  Ignore the call and report it to the REAL DEA.

See:  http://www.deadiversion.usdoj.gov/pubs/pressreleases/extortion_scam.htm