DO NOT call the number back.
If one is on the Do Not Call list, yet gets a call from a "telemarketer", that "telemarketer" is breaking the law.
Your callback merely confirms your phone works.
(Interesting that somebody found this thread, and said calling back works. Why look here if it really worked? Kinda looks like a shill stopped by to leave a deposit. Also note that the company was not named by the shill.)