if these guys are scam artists (which incidentelly, like eofs said, are not telemarketers) then they're probably not going to be bothered about the do not call list. What you should do (if you have proof that they are really scammers) is report them immediatly to the police.
Frankly, trying to have someone get in trouble with the law for breaking the do not call list when they're also running a scam, is like prosecuting someone who stole a pack of gum from a store, when he also stole ten million from a bank.
Jeremy