I think I've been scammed... now what?

I checked my checking account balance this morning and noticed an unauthorized charge for $24.95 on my account. Immediately, I called my bank and they gave me the number to the company that processed this charge. This so called company is called Fortress ID Protection. When I called and explained that I was wrongfully charged, the woman on the phone did not ask any questions but said that I had applied for a loan and requested ID protection. I told her that the only loan I have is a government-funded student loan. She kept the conversation brief and claimed that she would cancel the ID protection and I would receive the money credited back to my account within 3 business days. Let's see if this actually happens... Even thought it was only $24.95, I feel uneasy about this and think it really should be reported. Who would I go about reporting these people too? I'm thinking the police might be a little drastic, but is there a company online that deals with this sort of stuff?