If you believe a telemarketer broke the law, you can file a complaint with the Department of Consumer Protection. Connecticut residents may also report to the Federal Trade Commission via the National Do Not Call Registry's complaint system.
Be sure to provide as much detail as possible (date, time of call, caller's information, what was said, etc.)
Please keep in mind that complaints might not stop the calls immediately. However, filing a complaint is important as it helps identify alleged violators and may lead to enforcement against the telemarketer.
In the meantime, check that your number is on the "Do Not Call" list and feel free to hang up or ignore any unwanted calls.