So what shall we do to Exit this Company?

Me and some of Colleagues,we came from a very Distance State as we got a job here and we have been working on this B.P.O company for the past 4 months and still continuing it but the Major issue arising within us and other employee's is that the Organisation are not paying us the due Salary on time according to their resolution,sometimes they are even pending for two months and more,at the same time its affecting our Personal needs and our Family needs too.So for this reason we had a long term Conversation with the Director and the Manager of this Company about exiting it but we are unable to skip ,because they have our Original Documents,.i.e.our Qualification Certificate and that's the reason why they are taking a lot of advantage and we are unable to skip this Company,they are controlling and treating us unrudely and we are unable to do nothing against them as they have our certificate and also our hometown is far from here and we barely know a bunch of people .So, would anyone please help us out in our circumstances by atleast sharing your Advice,Comments or Anything which would be a betterment for us!! as we would really appreciate and be Honoured to you all!!