The Telephone Preference Service (TPS) is the central clearing house for tele-marketing calls in the UK.
Any individual or sole trader registering their details with the TPS is placed on a country wide Do Not Call list, which legally (The Telecommunications (Data Protection and Privacy) Regulations 1999) all telemarketing organisations must subscribe to.
You can register your details on-line at http://www.tpsonline.org.uk