American Express sent me to collection?

I have been experiencing financial difficulties lately (as many of us are) due to Furloughs and my husband has had the misfortune of not getting paid or having his paychecks bounce with two different employers in the last year. We have 2 children and my husband I work full time but as I mentioned above I am getting paid less. I still have to pay my mortgage, buy food and pay for daycare and pay my priority bills (Gas, water, electricity) then pay what I can with whatever is left over. Yesterday I received a rude phone call from a collections agency telling me they know I can pay and that I better pay and fast. They were so threatening and he pissed me off. He told me they have sent me countless letters and when I asked him to specify they had only sent me one letter on November 30. His phone call to me was on December 1st. I told him I would not give him any personal information until I received a letter and I would call them. Now I know that they are going to continue to call but what is my first step to getting American Express and this collection agency to hear me out and help me. I am on a credit counseling plan right now and paying my two other cards just fine. American Express declined to be included in this plan. What am I to do?