canadian employment agency collecting fees

[ethan_ca]

I'm a new foreign worker in Canada. Is it legal for a canadian employment agencies in Alberta to collect fees from workers? I payed $ 5,000 CAD plus other fees to an employment agency here in AB. Now they're saying that they are going to send me home right away and will cancel my visa because I decided to quit my job, under my contract i'm allowed to give a written notice to my employer. Now my agency is threatening me that they will call CIC and tell them that I want to go back to my home country to cancel my work permit and visa Where can I report such agency collecting fraudulent fees from workers? I'm planning to find a new employer that will sponsor me. Can I still stay or go back to my home country right way? pls help :'( worried