I actually had the same problem, I was so out of it that I confirmed the zip code. I've cancelled my card, but I was hoping you could tell me how you dealt with the problem, since your post was made about a year ago I thought you might be able to help.
Got the Gas Rebate call and they could not seem to hear "I'm not Interested" but finally got the message.
The only online purchase that I have made (other than Amazon which I do not suspect) was for fushigiballs for the kids. Shortly afterwards I started to receive calls like these. I usually put in a fake phone number if asked but didn't this time. Lesson learned.
Recording states they are calling regards to an order that I placed. I know this is a scam and have contacted the Better Business Bureau and Federal Trade Commission and filed complaints with both. My carrier has blocked calls from this number and now I have started receiving calls from another number leaving the same message. I will be contacting an attorney next.