Threatened to call police while refused to take membership

I was at edison nj showroom. Went through presentation, sales man wanted me to sign up for memebership. I told him that I need to think over & he suddenly started asking me some personal information. I refused to give him that information & threatned to call police if I don't leave the premises immediatly. It was so humilating. I came home & called direct buy to complain but nobody picked up the phone or call me back.