Most of the calls come from numbers outside the U.S., especially Grenada, which has a 473 area code. When the target of the scam calls the number back, she can be charged $20 for the international call, plus additional per-minute charges for "premium services." Returning the call also confirms for the scammer that he has reached a working number, which can then be sold to unscrupulous overseas telemarketers.
To avoid this scam:
Don't return calls from unfamiliar numbers unless the caller has left a message verifying to you that the call is legitimate.
Closely check your phone bill each month to ensure that you are not being charged for services you did not purchase.
If you receive an unsolicited call and find yourself talking to a live person, do not provide private information such as your credit-card number or social-security number. Never provide personal financial information over the phone unless you initiate the call yourself.
Often, automated recordings have messages like "Press 1 for more information, or press 2 to be removed from our list". Do not press anything -- just hang up; otherwise you simply confirm for the scammer that you have a working number.