calls not for me hounding me

the address and information was what i found for them online.

The calls keep coming even though my answering machine message says not to leave a message for anyone other than me, they still leave a message. they give the machine a chance to make a decision. they expect the machine to hang up to say they are the person they are calling about. how stupid is that and how is that legal when i state on my machine that if the call if not for me to hang up and stop calling. sometimes they call and hang up several times a day and call without identifying themselves.