Same thing... as you guys. I answered, nobody said anything. I waited a couple seconds before handing up. I heard just a snipet sounding like a female voice, then 'the caller' hung-up on me. BTW, I believe what happens is the particular boilerroom operator, having dialed many numbers at once, got someone else on the line.... and we're left wondering what's going on.
Bottom line, don't be nice. And they care less if you say you're on the (major joke) Do not call list. I have been being the meanest, nastiest I can be to them. I don't know if it's the reason, but my telemarketer calls have dropped-off noticeably. I can block up to 10 on my Verizon account, and have blocked 4 of the worst. I write-down the caller's number, otherwise it's all a blur. Yeah, it's a pain, but it really helps in the long-run.