called and said that i was going to be arrested ....said that he was a cop

More like an outright scammer - the cops don't call you and give you a heads up you'll be arrested - they just show up and arrest you.  If this call was in reference to some alleged debt, your callers are scammers or junk debt buyers who can't prove you owe them money.  They call people and scare them into paying bogus debts by threatening them with arrest.  Debt is civil, not criminal, so even if you have defaulted on a loan, you are not going to be arrested.  Please do report your caller to the FTC, FBI and your state's Attorney General.