Well NikkiB, during a recent piece of work in a call centre of sorts i was told that it is now illegal for telesales companies to ring people with a withheld number.
So if this is true then either the company is acting illegally while calling you - which in this sense they are because one, your number is on the preference service and two they're withholding their number.
Having said that, i believe companies based abroad maybe exempt from the preference service boundaries and maybe even the withholding number thing as well.
Might be a good idea to judge the quality of the line when they ring again as a bad line may indicate that they are calling from abroad.
Hope this helps, let us know how it turns out