To to www.clarkhoward.com. He has a section there where you can register to have your name off telemarketing lists. I did so some time ago and almost never get a telemarketing call.
Your state might have one (PA for example).
Try
http://www.dma.com -- they have a section for getting you off mail lists, and that might work for phone stuff as well.
Also call the credit reporting agencies: Experian, TRW and I forget the other. They will send you a form that gets you off the lists they sell to people -- mostly mortgage refinancing and credit cards, which remains the bulk of my junk calls and mail.