Starfrog, it is illegal for companies to contact you if your number is on the exclusion list. In my experience the only people who ignore the rule are foreign companies. The registration only lasts a number of years though so it might be that yours has lapsed. You are right about companies who view you as a customer though.
You can check whether your telephone number is on the exclusion list:
http://www.numbercheck.co.uk/
(you need to register but it's free)