If you want to go find out everything yourself, it's very long winded at [icann.org...] to start.
Dixon.
Probably doesn't matter.
There were a few of these coming out of African countries (as I recall) a year or so ago. In general, if this action is being taken by a legitimate European governmental agency I think you'd best be planning for ICANN arbitration.
<added>
Though the threat has lessened somewhat, you'd better verse yourself in how not to trip into reverse hijacking.
Also look into the newzealand.com case, for which the country ended up wasting lots of money, looking like idiots, and having to buy it from the owner anyway.
You should probably be clear, although it depends upon the exact name of the name (though less so in this case than others from the sound of it).
I would recommend politely telling them that you can see no reason to believe they have a right to the name and that they should provide all the proper legal documentation about why they think otherwise. You want to give a good faith look at their claims, not just cave in to them.