The do not call list has been great to me. I haven't gotten a single telemarketer call except from the local fire dept and police dept, which are both causes that I support.
What you can do is ask the t'ter to give you their phone number and ask to call them back as you are busy. They will say no because they are at home or some other crap, but say oh so you wouldn't like to be bothered because you are busy? Now you know how I feel.
Another approach is to say take me off your list. If the same company calls back, you can sue them! They are required by law to remove you from their list if you request it.