Yes is exactly what they want you to say. You essentially just gave them permission to charge your phone number. You got scammed.
I got a call from them as well, and they just kept saying "Hello? Hello?", wanting to get a response of Yes. Not a good idea to call them back.
This number calls us several times a week. When we pick up the phone they hang up on us so I called them back. I got a recording that asked me if I wanted to be removed from their calling list... Of course I said YES!!!
Do not **EVER EVER** call them back. What you have now done is verify that your number is legitimate (vs. just an auto dialer testing numbers to try and find a "live" one). Here's what happens with auto dialers: they are programmed to call a multiple block of numbers. The numbers they are calling could be sequential or just completely random numbers; the system doesn't know or care. The first person who actually answers one of those calls automatically disconnects the other numbers, which is why you get a dial tone if you should pick up the phone. Those other numbers that have been disconnected go back into a queue to be redialed. If you don't know the number calling you, DON'T ANSWER. And don't bother to try and get on a do not call list; scammers pay absolutely no attention to that. If they are calling you on a cell phone, and you have a smart phone like an iphone, just create a contact and then use the "block this number" at the bottom of that contact. You can usually add several numbers into one contact and they will all be blocked. Callers will get transferred to VM and more often than not, they won't ever leave a message. Despite every precaution I take, I am getting these calls on a regular basis and I keep blocking them. It's all you can do. Trust me.