You are right not to press 9, mollie, you'd probably have been charged for it! I always report all these calls, every time, as I reckon it's the only way to stem the tide. As well as signing up to the TPS, of course. Google Ofcom and you'll find links for making a complaint - the more info (like phone numbers, time of call etc) you can give them, the more likely they'll be able to prosecute.
Like everyone, I used to get those annoying recorded messages about PPI or accident claims without caller ID that drove me mad. Now we get recorded messages that come with ID and just garble something about 'if you don't want to hear from us press 9'. No preamble, no explanation of who they are or what they are selling, it's as though I've cut in half-way through the message. I suspect that if I 'press 9' I'll open a different can of worms so haven't but I wondered if this is a way for cold callers to get round some change in legislation or if it's a new form of torture (or both?)...anyone know?