While it is unusual for a debt collector to show up at work to try to collect a debt, I am not aware of any specific prohibition against it, at least not in the Fair Debt Collection Practices Act. (Were you being served a summons to appear in court?)
If the debt collector revealed a debt to your coworkers or harassed you in his attempts to collect at work, however, it's possible he broke the law. I don't want to try to give you legal advice on the situation since it's not something I've run across before. I prefer you consult with an attorney to find out whether the debt collectors actions were legal.
If you think the debt collector has broken the law, you can contact a local consumer law attorney with experience in debt collection cases. Find out how to get FREE or low cost legal advice about debt collection from a consumer law attorney here.
Do let us know what happens here. We'd like to be able to alert others to this situation.