Please, never, ever believe any calls like this.  As a matter of fact, if you don't recognize the number and can avoid it, don't answer.  If it is for real, they will identify themselves right off the bat and will leave a message.  It is a major scam  that has been going on for years, there is no Steven James and you will not be prosecuted for anything, unless you have actually done something illegal, and then you will not be contacted by phone.  You will receive a written warrant or be served in person.