false loan

are legal or licensed in the state of california? i had a loan out for $500.00 of which i made several (approx. $800.00) extension payments of approximately $150.00 every 2 weeks for 2 1/2 months. since i applied and approved the loan i have had several indian accented people calling my cell phone and harassing me, threatening to have me arrested at my place of employment, telling me they have my soc sec #, address (of which they do). i believe this information was leaked out through this company. i only started receiving these calls when i applied for this loan. i have then closed out my bank account, unable to get out of that debt at this time. i realized this was a scam company. i have paid over $800.00 to them and still owe $500.00 of which was the original loan amount. can someone give me some advice on what i should do and if they are licensed and legal in the state of california?