Register with TPS
http://www.tpsonline.org.uk/tps/ it will though take a month or two to take effect.. It though doesn't stop calls from companies outside the UK nor does it stop companies who don't care about TPS and act illegally.
There is no number though you can dial to stop these calls apart from perhaps contacting VM to stop all anonymous calls but most of the companies now use a fake caller -ID to get past that restriction.