I DON'T KNOW IF THIS DISCUSSION BOARD POST about the FBI is true or not (scroll down to the post marked 6:25 AM, 10-14). But if it is true, it's a troubling example of the FBI once again substituting thuggery for competence, and sadly, the record of the FBI is not such that I can dismiss the possibility out of hand. Perhaps someone in a position to do so will care to look into the matter.
And while I think reasonable people should always cooperate, the minute a law enforcement agent begins to make threats and tell you you'd better not get a lawyer, you should get a lawyer. And you should demand to speak to his superior, with that lawyer present.
UPDATE: TalkLeft has picked up on this and offers some general advice for people who are contacted by the police in this fashion.