I got a call but they would not say anything.

It's about a free home security system

They are all free. It's the monitoring where they get you on the monthly fee.

Just got a call from this number, did not recognize it, so did not answer. They did not leave a message

Got call from this number.  Don't recognize.
 Didn't answer.

An unknown company called on my cell phone.  I called them back on my land line and asked them how they get the phone numbers they call.  The lady I spoke with said they are given the numbers and that they are a third party.  I told her they must not check the do not call list, because I am on that list.  I asked again on how they get the phone numbers and she told me since I am not going to get the security system, she wasn't going to tell me.  I told her then your company must not be a legitimate company, and I will be reporting them.