What to do against mental harrasment?

With respect sir, i wish to discuss my case with you. I am a b.tech student, studying in greater noida. In august, he made a transaction of Rs 20,000, of which he has no proof till now with an acquaintance of mine, Neel Prabha. He made this transaction for some job regarding his fail status in our recent semester exams. I do not have the specific knowledge (with proof) of that. The thing is, he came into contact with Miss Neel via me, as i informed him that she might be able to help him regarding his poor result. I knew this thing is sort of illegal, but given his mental condition, and me being his friend, i informed him about that. I gave him, her contact number. Thats all i did. I didnt involve myself with any of their matter and i made this very clear to him, that i have no role to play in it. But then, in december, the job was not done and anish wanted his money back. Miss Neel hasnt been able to give him back as he is now mentally harrassing me and blackmailing me, to give his money back. As a friend, i tried to talk to her but to all in vain becoz of reasons i dont know if its true or not. eg. now-a-days she is admitted in dehradun district hospital regarding some operation. I cant verify any of her reasons yet. I tried to help anish as much as i could. But now he is threating me that he will get his friends to beat me or file an f.i.r against me and Miss Neel. I am sick of this matter and thus i am asking for your suggestions. Miss Neel has been an acquaintance of mine since a year or so. We rarely had any contact before this. I met her at my home in lucknow, when she was a collegue of my sister in their dance classes. As per our customs, i use to call her 'didi' because of her age. Anish is threatning me on his belief that she is my sister and i am responsible for his transaction. Please suggest me what to do. I do not want his to file an f.i.r against me as i am afraid of being involved in such matters. I wish to file a complain against him for mental harrasment. One thing more is there.. Anish made one more transaction with a localite friend of his named harsh. He called me few days back to ask for money too. Harsh father is in police. So thats why i do not know how to lodge complain against him. Regarding proofs i have few message records which proves that i had tried to help anish and other friends of mine, who made similar transaction with Miss Neel, as much as i could. Regarding his threats, i dont have any solid proof except the thing that all threats he made on call.