Once I knew I had no relationship with them (though they claimed to be calling to confirm my order), I started saying "Please don't call me." over and over again, louder every time. The woman on the line stayed on and kept talking until I had said it at least 20 times. Most telemarketers give up after three or four times being asked.  I never say anything other than those four words, and they figure out that they are wasting their time.