It is not uncommon for someone to contact you before serving documents. This is sometimes done as a courtesy so that arrangements can be made to serve you in a way that is not embarassing(like at work). Some folks will simply show up somewhere and serve you and others will give you a little warning.
Do you have the call on tape? If the call is not embarrasing or harrassing then its probably legal. The question is does it violate any of the State or Federal Fair Debt Collection laws and based upon the words spoken it might. You need to search for a FDCPA attorney and see what they think.
Usually attorneys will hire a process server or a sheriff for services.
I would not that If you are going to be served its better to get the papers than to have them publish on you and be subject to a suit you did not even know about. I would call the attorney and see if you can work an arrangement out for service. If you already have a lawyer ask your lawyer to contact other attorney and accept service. That would spare you the discomfort of being served at work.