daily hang up calls

I answer the phones at a preschool. Just about every other day I receive a call asking for our administrative director who is never in. She does not even live in the state where our school is. When I say that she is not in and ask if I can help or get a message to her, the guy hangs up. It is becoming very infuriating to be hung up on so rudely all the time. It is probably a bill collector but I don't know for certain. We don't have caller ID at our school. What should I do about this? The other day I just put him on hold for a long time and then hung up on him. He called right back and I was sarcastic and hung up again. He called back again and I just didn't answer the phone. This is a business and not very professional of me to be handling phone calls like this at work, however, I feel harassed. Today when he called I stated to explain that our director is never in and lives in another state. I tried to explain that I could get a message to her and he still hung up on me in mid sentence. Is there anything I can do?:confused: