Does Pressing 9 really work?

I'm just curious. I'm sure you all get them, the pre-recorded telemarketer messages. You know the ones that call at dinner, nap-time, the kids' bedtime and pretty much every other inconvenient time you can imagine. I listened through one today and found out that I could press 9 to be removed, so I did (this is different than my usual instinct to just hang up right away) - I'm just wondering if it really works, or just makes it worse because now they know someone actually stayed on the line long enough to get to that part of the message. What do you think?