I believe that if you have specifically sked them not to phone you again, they are breaking the law if they do. Anything less than a definite demand to stop is taken as a "possible", so don't mince your words. You do NOT want any more phone calls from them, and if you receive any, you will report their organisation to the Office of Fair Trading. Said politely but firmly.
When a number is withheld, you can't ban it, but if you speak to a human being they should pass on your request to be removed from their list. Recorded messages can't be interrupted, but they should have a "press X to be removed" choice, and taking a note of the name of the organisation calling should give you something to report to the Office of Fair Trading.