There's not much you can do. But if they continue to harass your family they may have to change their number and if they start calling your family or you at work then that is not allowed so you should report them.
Best thing to do is to hang up immediately and not talk to the debt collector. Eventually they will stop calling. If you have caller ID and don't recognize the number then just let it ring and don't answer it unless you're able to pay the debt off.
If you can't pay the debt and you talk to the debt collector then things can get worse and they'll keep harassing you with phone calls.