Download the "Disconnect Ring Tone" and play it whenever you get a call such as this. Note there is a pause between your picking up your phone before someone answers. This is the computer determining whether it has reached a valid number. If you play the disconnect tone, the computer automatically removes you from their calling directory.
I have my printer/fax connected to my phone. When these telemarketers call I simple hit the fax to answer and let their computers try to figure it out.
It was a telemarketer selling GE alarm home monitoring systems. Charles there is a real dick and spewed some crap out of his assmouth. Runup their phone bill (as they don't hang up when they're done) by leaving them on mute with the line still active.