harrassment

I get these annoying phones 2-3 times a week from this company.  I have tried to ask what company they were, but am usually hung up on.  Today, I attempted to speak with someone and decided to play along with a young man named Steven.  Once again I got a hang up when I told the young man I couldn't hear what he was saying.  Maybe he thought I was going to record him, but he promptly hung up.  I am tired of the harassment and am wondering what can be done.  I haven't even been able to get the sentence out asking them not to call without the hang up.  What can I do.