Who's Checking Up on Who?

I'm in my best grumpy old man mode.

Phone rings, Sunday lunchtime. Run down the stairs, it might be important.
"Hello?"
(Pause - a very bad sign. I know what's coming. It's not important.)
"Can I speak to Mr Paul H Johnson, please?" (I know for definite.)
"Speaking."
"This is (somebody) from - let's call them Company X, it is a company I have dealings with - I need to ask you a few questions to check who you are."
"Hang on. You phoned me, and you asked me if I was he, and I said yes. What's the problem?"
"It's the Data Protection Act, I need to go through a security procedure with you."
"Well I've told you who I am. If that's not good enough when you phoned me, then perhaps you should write to me. Goodbye." (Do they often ring the wrong number? I'd be very worried if they did.)

The cheek of the man. No offer to prove he's who he said he is - I'm supposed to answer "security questions" from a cold caller when he could be anybody. If it really is the Data Protection Act then they're going to have to find another way round it. I'm not even going to listen to the questions. I never buy stuff over the phone unless I've initiated the call anyway. Anyway I know a call centre in India when I hear one.