Listen, I am not sure whether he said INS or USCIS. I could not hear clearly as I was driving. At first I thought IRS but when he said "Dept of Homeland Security"..... Anyway, I will wait and see what happens next.
Noman74, you are right - I AM a hot female!
In all seriousness, I would follow basic 'protect yourself' strategy. Not just with INS but any uninitiated calls, specially from unofficial phones such as personal cell phones.
Any IO worth his/her salt wont make calls using personal cell phones. It can be used against them as harassment (sexual or otherwise). They wont be walking around the floor/elevator with applicant information that they have to use cell phone to reach applicant.
And the question about 'if you had any trouble with them' bothers me. That sounds like he is fishing for something.
Follow simple things to protect yourself, just incase.
1. Always take other person FULL name, designation, badge/identifying number and office number to reach him/her before volunteering your information.
2. Do not give out your physical address or other identifying information. Name may be ok but only after #1 above.
3. Do not, at any cost, meet them at any address than the official business address. Not even in the parking lot of that business.
4. No matter how desperate you are, do not think they will help you in any way. Do not agree to any offers. It could be entrapment or the guy/gal trying to take advantage of you.
5. Note down the date/time of calls, who called (if you know) on a piece of paper as soon as it happens.
6. Finally, chill and don't lose sleep over this.
Some of this may sound extreme, and your situation may not be as complicated. But better safe than sorry.