Yes. You can register with the Telephone Preference Scheme (TPS) and Fax Preference Scheme (FPS), which prevent most telesales companies from calling you. Both schemes have been included as a requirement of the new EU Data Protection Directive, which states that customers registered on either scheme must not be contacted by UK telesales companies.
Choose to Refuse is another service that enables customers to selectively bar up to 10 numbers. Interested? See our sales pages.