If your number is on the Do No Call list, you should file a complaint.

You can also file a complaint for receiving a message that is recorded (like this one is).  They are called "robocalls"

File a complaint here: http://www.ftc.gov/donotcall  (click on the "File a Complaint" link on the menu on the left side of the page)

supposedly you can go to their website and request they not call.  I always assume that simply verifies it's a real number and that I'll end up with increased telemarketing calls.