There is no law that states that a collection agency can not call your place of employment.
BUT, once you have informed the collection agency, verbally, to stop calling their place of employment, the MUST stop. I would suggest that you send a "cerified" letter to the agency with your request. If they continue to do so, this is considered harrassment.
To verify this answer, please check out the FDCPA "Fair Debt Collection Practices Act" You can find it on line at:Just copy and paste the below link.
http://www.ftc.gov/OS/statutes/fdcpa/fdcpact.htm