Next time that they call here are some funny ideas.
Tell them that you were just about to commit suicide and just as you squeezed the trigger, the phone rang causing you to flinch and missyour target and now you owe them (not the good oweing either) for saving your life.
Ask for their number so you can call them back.
Answer in the voice of the opposite sex and say that you have changed you name and sex recently.
Keep telling them to hold on for a second. Yell out in the room "quick hide the body" or "cant you cut em up any smaller" you know, body disposal workspeak.
That is all that I can think of at this point.