I called back and it is a scam.  They want me to press a number and it says they sell home security systems.  They say to press a certain number to get on their no call list.  I did not do this.  I do not trust them.

This number calls me and a woman says "hello, hello" and then hangs up.  I will be checking my phone bill to see if it is a way to use my phone for something that is not above board.