No, if you're on the national directory database as an opt-out customer, they should not call you.
I had calls from the same (former monopoly?) telecoms provider, who didn't take "don't call again" too seriously - until I threatened to switch (they called again and I switched!!).
I then received a personal visit from a rep of my ex-provider. I reported them to the Data Protection Commision for abuse of personal data - and the company were reprimanded last Sept/Oct.
Check out this [broken link removed] from ComReg about how to deal with cold calling.