How do you know if this caller is even bound by the DNC list? What goods or services where they selling or trying to qualify you as a sales lead for? If they weren't doing any of those, chances are pretty good the caller is exempt from the DNC list unless it is a recorded message not introduced by a live operator.
I heard the tell tale boiler room noise in the background. He asked for my name but I did not respond and I asked him for his name. He told me his name was A.J. I asked him which company he was working for and he put the phone down on me.
Make sure that you own the conversation because it makes them uncomfortable. Telemarketers will try to take over the conversation by asking who you are and how you are doing. Don't fall for it. Keep asking questions over and over again. Legitimate businesses will tell you who they are. And legitimate businesses will abide by the DNC list.