The threat of legal action and the $30,000 figure may not be a scare tactic, but the $150,000 figure probably is.
Someone who has been found infringing on a copyrighted work can find themselves having to pay the copyright holder statutory damages should the matter wind up in court, if the copyrighted work was registered with the U.S. Copyright Office in a timely fashion.
Statutory damages generally range from $750 to $30,000 per infringed work, although damages awarded can be as low as $200 for "innocent" infringement and up to $150,000 per infringed work for "intentional" infringement. The $150,000 would be for extreme cases of infringement that involve, generally, numerous instances of infringement or many many thousands of dollars worth of losses for the copyright holder. Some recent court awards in these "mass-defendant" copyright infringement actions (when the John Does have been sued individually) have been in the $10,000 range.
If you did not respond to the first notification you received from your ISP, by filing a motion to quash the subpoena or by filing a motion to dismiss you from the action, then your ISP released your account information to the U.S. Copyright Group. The letter you received from the Copyright Group is an offer to settle the infringement for a fraction of what it may cost you if the Group has to take you to court to collect.
More and more of the identified John Does in these mass-defendant copyright actions are being taken to court in their home states, after ignoring the settlement letter request or refusing to settle. Many John Does have been under the somewhat-popular belief that the copyright holder will not take any legal action against them past the settlement letter stage. They are finding out now that this is not the case.
If you did not illegally download the film, you have that for a defense. If you are sued, however, in your home state, you may find that your computer will be ordered examined by a computer forensic expert hired by the copyright holder, as part of a discovery request. Experts can detect even illegal downloads that have been deleted from a computer. It also works against a defendant in one of these actions to alter the contents of their computer in any way, as this can be detected and used against them in court (Google "spoliation of evidence").
If you did, in fact, infringe, it may be financially wise for you to settle for the $2000. I recommend you consult with an attorney, however, before doing so.
I really recommend you contact an attorney in your area to go over all of the specific facts of your situation. These mass-defendant actions often have curious legal twists and complications that only a personal review of the particulars by an attorney in your area will be able to discover. The assorted states and courts that have heard these copyright infringement suits are handling them in often very different ways. The attorney will have the up-to-date information on your particular case and the attorney can make sure that the copyrighted work was registered properly before the alleged infringement occurred (it is probably safe to assume "The Hurt Locker" was registered) and the attorney can make sure that the Group suing you actually has standing to sue (if it is Voltage Pictures, they do). An attorney will look to see if he can get you out of the action entirely, or he can work for you to try and get the settlement figure negotiated downward.
In other words, an attorney will be able to guide you through this far easier than you will be able to guide yourself.
Good luck.