Here's the advice the FTC gives:
Hang up on illegal sales calls. If your number is on the Registry, and you get a sales call, or you get an illegal robocall, don't interact in any way. Don't press buttons to be taken off the call list or to talk to a live person. Doing so will probably lead to more unwanted calls. Instead, hang up and file a complaint with the FTC. (www.donotcall.gov)