Try, "I'm unemployed, and can't buy anything!" Or you could ask the telemarketer for his/her home phone number, because it's an inconvenient time for you right now. When he/she says that he can't give it out, then you tell him that you want to return his call at a time that it is inconvenient for him/her.
Or just get caller ID on your phone and don't answer if a business name pops up. That's what I do or if an "out of area" is displayed. I figure, if someone needs to leave a message and it's really that important, that's why we have voice mail!