This what you do, and I have done this. You send them a seize and desist. you can find examples online on how to right one. make sure you send it certified mail, this way they can't say they didn't get it. What you will get is a letter from them acknowledging they recieved it.
I was actually told to do this by the woman who called me. Mine went something like this: I am no longer wish to have contact with you by phone. If you wish to contact me do so by mail. If your phone calls continue I will take legal action.
make sure your loan# and name and address are included.