If you dial the number above you get through to a message service.
Press 5 and you will get to speak with someone.
Press 9 to remove yourself from the listing.
I wonder if pressing 9 would do it, or would it confirm that the number has been validated?
Funnily enough I only recently wrote about this sort of call on my blog. The actual call I think you are taking about is the second link at the bottom of my blog
http://www.johnnydebt.co.uk/debt/sick-cold-callers-selling-lies-ppi-payment-prot...