I do the same with all those false "we are going to lower your credit card rates" callers. I give them random numbers, which they will tell me are invalid. I keep them on the phone as long as possible until they start telling me to F off! I find it hilarious and love wasting their time as much as they waste mine, and keeping them from calling others who may fall victim to this scam.
Got a call from this number on my cell and the following message was left: "...act not to speak with a Blue Cross Agent. To stop further notices, press 2 to be placed on the Do Not Call list."