Debt collection agency is an interesting situation. If they are now collecting, generally, they have bought the debt. Legally, the only one who is owed money is the one owed the debt. If they have bought it, it is considered to be discharged by the one owed the money unless it is a Court ordered debt.
If you neither have debt or no one owes you money, i would let it ring and ring.
A65bill had some good advise on debts.