There are also a couple more solutions, which may or may not be available in your area.
You can get Caller ID, which displays the number of the phone that is calling you. Chances are if it says out of area, or not able to use this service, it's a telemarketer.
Someone also mentioned *60 to block a particular number.
You can also block ALL numbers that originate from an unknown number.
My personal favorite is when someone faxes, to my machine, a "confidential" fax that threatens all sorts of dire consequences if an unintended recipient receives it. I had one several years ago from an attorney.
When I called the attorney, instead of apologizing, she started bitching me out, telling me that I was going to mail it back to her, that I was going to sign an afidavite that I hadn't read the information, etc.
I let her ramble on for a moment, then I said something to the effect of "Now you listen to me, you (unprintable epithet), here's what YOU are going to do. You faxed this to ME because you SCREWED UP, so instead of offering to run it through my shredder, you're going to contract a private courier service to pick this up. You're also going to send, through the courier, a check for $12.00 for the cost of the fax, and my time involved in informing you of your error. In return, I will put this in an envelope and include with it an itemized bill/receipt for the check you're going to be sending, as well as a signed afidavit that I did not read your fax."
Less than 4 hours later, I had a check for $12, a very snippy note from the lawyer, and the private courier took the damned thing off my hands.
I LOVE messing with lawyers.
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Beware the man with the S&W .357 Mag.
Chances are he knows how to use it.