I think they said they are a collection agency. Don't recall the name. They wanted someone by a different name. I told them I am not him and to stop calling me. They still keep calling.

You need to find out them name of this company and their address and send them a certified, return receipt letter telling them that they are calling the wrong person ( not me letter)
Read up on your rights here, get template letters to send and also make a complaint at this government site:  http://www.consumerfinance.gov/

Also file a complaint with your State Attorney General's office.
List of State AG’s offices:  http://consumerfraudreporting.org/stateattorneygenerallist.php