Global Star Solution — threatening to file a case

The lawyer of global star solution again threaten me that they lodge a case under sec 420 & 406. He also said that if i not pay the penalty they proceed this case for further for an arbitrary proceeding. What should i do now, should i lodge fir on police station or go the the court?

Mr. Vishar patel (Advocate)- [protected], i got message from this number.