NO!!! DON'T PRESS ANYTHING TO BE REMOVED!!! That is just how they confirm it's a working number, now they will sell it to all the other telemarketing scum and spammers. If it's a cell phone you should be able to block the number (you can on Verizon), if it's home phone you may or may not. Check with your phone company.
It's like the DNC has been declared dead and everyone is out to hustle and screw you. Unwanted hone calls and email spam are at an all time high in my household. I block and bounce the spam back to the sender. If I am home with one of these numbers pops up on my CID, I pick up and hang up almost in one motion. Unfortunately, neither has proven to be very successful.