"Under the Fair Credit & Collection Act, do not call me again regarding this or any other debts."
Then get their mailing address and send a certified letter stating the same thing.
A relative just won a case against a collection agency for failing to abide by the Act. The alleged debt was dismissed and removed from the credit history, all lawyer fees were paid, and the relative got a small amount in punitive damages.
The collection agencies can only collect the really personal information if you give it to them.