Call Microsoft and make a complaint. Have a list of all the numbers they've called from ready.
They'll take your name, number, and some other information down and pass the info on to their legal department.
I've gone through this myself - it's rather annoying.
Changing your phone number is always an option. Most of the time it's free or very cheap so long as you tell the phone company you want it changed because you're receiving harassing phone calls.