"ZPDI® stands for Zero Plus Dialing, Inc.® The service providers that appear under the ZPDI bill page are for zero plus services that utilize an operator, such as inmate calls, third-party calls, collect calls, calls from payphones, and calls made with a calling card."
Did you receive a collect call from someone on a pay phone or from a correctional facility? That is the most likely cause. They are known to be very expensive, and don't have the best track record. See here for similar complaints. It is a legitimate company, as far as I know though, just one that kind of takes advantage of their situation.
If you want to block collect calls, have a authorized user contact Cox (via phone or moderator here), with PIN request it. The only thing is it will block all collect calls, not just from ZPDI. If you would like to contact ZPDI, their contact info is here.