Shez, I started a thread on a related topic:

http://forums.psychcentral.com/showthread.php?t=130078

I get a LOT of these "Unknown Callers" calling me. As annoying as it is/was, I never picked up. At one point, I turned the ringer off. I could see the Caller ID still (if you can call "Unknown Name" an ID), but at least I didn't get the ringing! Sometimes I'd get a recording with no company identification or what they want, but they want me to call THEM. NO WAY. If you have legitimate business, you leave a legitimate message. And the company name should show up on the ID, or at least a valid phone #. Out of curiousity, I've called these 800#'s from pay phones, and sometimes I got a message saying the number is disconnected! So beware of "Caller ID spoofing" on phone calls! Just like an e-mail, they want you to think that's where the call originated from!

I didn't want to make any "connection", so answering it tells them they made a connection, even if I put them on hold to waste their time. I think it "validates" my number, like "validating" an e-mail when you click on the "unsubscribe" link. In theory, you might be "subscribing" or "activating" your e-mail by doing that. It can "backfire" on you..