Check into it further if you care to, but personally I would give them NO money.

If you are not accepted they keep your money, and you get nothing.

Hi,
I received the same call and was asked to pay $850USD to pay for the immigration process! Is this a scam or it is REAL???
Please HELP!!!

The call originated in Canada.
Are you attempting to immigrate to Canada?
If so, look here:
http://www.cic.gc.ca/english/information/offices/

These are probably useful links to check out if you're planning on immigrating.

http://www.canadainternational.gc.ca/ci-ci/index.aspx?lang=eng

http://www.cic.gc.ca/english/work/iec/

http://www.cic.gc.ca/english/information/protection/fraud/index.asp

I didn't immigrate into Canada, but I can tell you that when I immigrated to the US, no one ever called ME. I called THEM when I needed to, and I called numbers only after I was prompted to via a piece of US mail from the immigration department.

I did get several calls from not legitimate industries, trying to get me to pay them the standard visa fee, but luckily, I did serious research, and knew that the US government operates via US mail (save for the line you can call for expedited service  payments).

Again, I immigrated to the United States from Israel, and I know things differ from place to place, but do your research before you hand over your information. There are lots of sharks in the waters.