To whom do you complain? See the problem? If the government is doing the watching and tracking and they've made it legal, you can't very well go to them for help, can you? Then what do you do?
You ask for files from the agency who, you believe, is "tracking" you. You may fill out a form (on-line, I think) and send it to the FBI. They must respond. But your Catch-22 is noted.