Equipment Return

Before moving to Maryland I disconnected my Cox cable service and returned the equipment to the nearest cox store. I went inside, the man looked up my information and told me that he marked that I had returned everything. I asked "is that all?" I was told that I was "good to go." Now, 2 months later I have received a letter from a debt collector that indicates I owed Cox for equipment! When I inquired with Cox customer service, I was told to "just pay it' to avoid issues with my credit score. I am very upset that I have to choose between saving my credit score by paying a debt I don't owe and keeping my hard earned money. I do not know what to do.