the recording asks you if you want to change your mortgage to press one. if you press one just so you can cuss the telemarketer out it hangs up on you.
They do this so that if you press one then you gave them permission to bypass the do not call list to contact you. And it triggers a hangup so that you can't tell them never to call you again. all you can do is put your number on their list which still gives them a month's grace to torment you.