Sounds like a prank call or a scam. I wouldn't be too worried. Definitely report them if they call again.
If you had illegal stuff on your computer, you'd be in hand-cuffs and on the 6 o'clock news before anyone called you.
07/22 - Melt-Banana
07/26 - Forever Came Calling & Primitive Man
07/30 - Warped (?)
08/05 - Knockout Kid
08/07 - Fireworks (?)