Actually it is my job to screen his calls, but I did think later that in this particular case I could just take the number (usually they just say 'No thanks. I'll just call later" anyway). However, even if he left the number my boss wouldn't have called I figured I would not waste his time by pretending. I know my boss pretty well - small firms tend to wind up a lot like family after as many years as all of have been here.
I was mostly perturbed by the fact that he would call back like that. If he were smart he would have just put our number back in the system to call back in a few days and hope he got someone else. Now everyone knows about him and its even less likely he'll get a sale.
I did tell my boss and he backs me 100% so I'm not worried about him calling back.