Have you tried registering with the mailing preference service?
mailing preference service
We started to get wrong number calls from someone saying it was urgent Karen Smith called them back about her account. They started calling three or four times a day leaving messages so I rang them back to tell them they had made a mistake.
I got the same thing you did. Unless Karen Smith rings us to tell us we are calling the wrong number for her we can't take it off the contact details we have for her and will keep calling it.
They kept banging on about the data protection act. So despite the fact that I had just told them several times that I was not Karen Smith, didn't know Karen Smith, Karen Smith didn't live at our address and they had not called Karen Smith's number they were quite happy for me to say "Okay, I changed my mind, I am Karen Bloody Smith, and I just want to tell you that this XXXXXX is not my telephone number so stop calling it."
They took the number off the file there and then.
I've had the same trouble when British Gas made a mistake with a house number and changed our account from another supplier to them without our consent (think meaning 16 but typing 61 by mistake) and refusing to let us change back because the people who had signed up with them hadn't been in touch to say they weren't us.
And e-on did a similar thing too. We don't have much luck with utility companies really.
Anyway, the mailing preference service and the telephone preference service have been a big help in stopping a lot of unwanted mail addressed to previous owners and unwanted calls from random call centres etc.