What exactly do you expect it to do? Block calls from scammers? That's your job. The DNC list is for legitimate telemarketers; scanners could care less about it. Invest in a call blocker.
Do Not Call is ONLY for repeat offenders when the agency sees a huge pattern of abuse. It is not a system that can prevent telemarketers from using a robocaller; only you can do that. Best advice is what Tygerkat said: get a call blocker. If it's time anyway to buy a new phone, make sure your selection includes call blocking because most of them. Mine can block up to 250 calls. And I just blocked this number, next time it is used, the line will be dropped immediately.