Do not call is a waste of time for this type of call. They aren't telemarketers, they're scammers.
I was getting a lot of these, but then I started trying to waste as much of their time as I could. I'd ask stupid questions and play along, making sure that I always gave them enough hope that they'd get me.
After a few weeks of doing this every time, the calls got a lot rarer. Maybe once every couple of months now.
They work on the theory that even if very few go for the scam, the more calls they can make the more suckers they'll find. The worst thing you can do to them is tie them up for ages without falling for it.
Worked for me.