If they emailed you, then you can obviously contact them back? :)
I would seperate the two issues, resolve why they are threatening you.
Some web sites don't input legit address/phone info, because they are tired of getting spammed to death. I'm not sure on the Internic legal aspects, and how much they are enforced..
We just use one of the registrars that don't release WhoIs info to the public...
the only thing you can do is contact their domain registrar and request that their compliance officer ensure that they use genuine contact info.
They generally give the domain owner 15 days to modify the information.
You may still end up with a PO Box and a DBA (doing business as) alias, but better than nothing.