I agree that it's not fair to be nasty with them, it's not their fault, just as with ticket problems at check-in at an airport or account problems at a bank.

I sometimes commiserate with them and tell them that I understand how depressing it must be for them to have to do this, and hope they're lucky and manage to find a decent job soon!

Normally though, I just tell them that I HATE tele-marketers, and would they please go away and annoy someone else.