Is it wrong to hang up on telemarketers?

Well I guess I will receive some opinion-based answers, but is it wrong and rude? I know it's their job and all. But I just got this call from a copying company, he gave his whole speech, then I just hung up on him. Two seconds later, he called back and wondered what happened. I told him I was not interested and he replied back rudely "well you just need to tell me next time, it's not hard!". So I just laughed at him and hung up again. Is that wrong?