Bad move.  Never call the number back, never push any digits to remove yourself from their calling list.  You simply confirmed your phone number is a good working number, so scammers will continue to call you.  Just hang up or don't answer the call in the first place.

No message left on mine either. Called back and said to press any digit to be added to do not call list. They called on my cell phone! Argh!

Got a call, no message left. Called the number back says to press any digit to be added to the do not call list.

They just left an automated voicemail regarding lowering interest rates.

Some house security company wants to give a 'free evaluation.'