I'd be more sympathetic if they would initially just take a 'no thank you' for an answer, but in my experience they'll keep pushing, until you start pushing back.
The TPS is not 100% reliable, I'm on it but I still get calls from overseas cold callers, usually for 3G phones. I also got a call from Transport for London this morning, so I'm not sure if it covers surveys or only sales calls.
My big problem with cold-callers is they have no idea of your situation when they call, for all they know you could be waiting for an urgent phone call.
IMHO It's pretty much one level above spam, the only difference being that there is a person directly doing it.
- Steve