Had one of those a while ago, but it was a little bit different.

'Hi, you've entered and won blah blah blah"

Me: "I don't think so, how did you get my name?"

"You entered an internet sweepstakes."

Me: "So why didn't you just email me - obviously you would have my email address."

"um, um, well, if you're not interested, just say so." click.