this number keeps calling me saying they are sargent andrew jackson saying i did not pay a cash advance loan, they have my address, an incorrect social security number. they are very annoying and wont quit calling. they say i need an attorney or i need to make the payments due. they have threatened numerous times that they will send police to my house. I tell them that they can do that. and yet nobody ever shows up

Several things to tell you.
1.  This phone number (just try calling it back) is an unassigned Magic Jack number.  In other words, right off the bat...they are using spoofing software to give you a phoney number.
2.  In this country, the cops don't come out and arrest you even if you do owe money; no such thing as debtors prison in the US.

I suggest a $4 metal whistle from WalMart.  Should only take a time or two, depending on how stupid they are.

"Andrew Jackson"....?????? (former president)  Wow, wonder if he's any relation to the Bruce Wayne (Batman) that's doing the same thing.  Hang up on them.  It's a phony collection scan with thousands of numbers pulling this same thing.  If you want to play with him, tell him maybe in Bombay the cops do collection work, but in the US cops/sheriff/FBI do not do debt collections.  Or, you can blow a whistle in his ear.  Go for it.

They are calling and harassing me saying that they are going to get me fired from my job and take me to jail.  I told them since that I do not have documentation and or proof that I did not pay my debt I am not legally bound and they are trying to harass me telling me that they can take me to court and take me to jail. Something about this smells like a scam....

Several things to tell you.
1.  This phone number (just try calling it back) is an unassigned Magic Jack number.  In other words, right off the bat...they are using spoofing software to give you a phoney number.
2.  In this country, the cops don't come out and arrest you even if you do owe money; no such thing as debtors prison in the US.

You are right; this stinks to high heaven, and this scam is all over the internet like a rash.  Anyone calling from this number is a con.  
I suggest a $4 whistle from WalMart.  I bet it only takes once.  Document the call, so if they should, by whatever means, get in touch w/your employer, you immediately give them your information about phoney numbers, etc. But usually, since they can't give a callback number as they are hiding where/who they are, they're just going to stop with trying to scare you.