Who do I contact if a Payday Loan Co. put money in my bank when I didn't need it?

Alright, to make a crappy story short, a few months ago I was searching for payday loan lenders online. I went to several sites and filled out the necessary info to see if I was approved or not. At the time my credit wasn't so great so I didn't get any offers. But then several months later, as I checked my bank account I found that a company (SSM LLC) deposited money into my account. Now they want me to pay them back since I hadn't been doing so over that time. But as far as I can remember I didn't sign a loan agreement with them. And when I called them they couldn't tell me which site I had used to receive their loan. I don't know. Either I'm very unlucky or this is all a terrible scam, but who should I contact to investigate this dilemma?