Can a cash advace debt collector do more than a regular debt collector??

I have my share of debt and I have been making a pretty good amount each month which is then divided up to down all my debts threw a debt management company. However one of my last debts which has not been added to my payment plan is a debt collector for a payday advance company. When I told the lady that I would add them to my management company's plan she was insistent that they would not accept payments only the balance in full or they would proceed with further debt collection efforts. All I want to know is other than my credit which has been making huge improvements can this company really do much to me (like garnishment) or is it just the usual tough talk trying to get me to pay the whole thing off.