Here it is: I am not kidding when I tell you not to call me.
Perhaps some dimwit consultant has told you that calling helps establish human contact, thereby presumably rendering me more likely to donate. Unless the human contact you're looking for includes irritation and harassment, which, I should point out, make me less likely to give, even to groups I generally support, then please consider that bad advice.
I generally solve this problem by not answering my phone (leading to occasional awkwardness when I do pick it up and it's someone I know who was clearly hoping for voicemail). But some of these groups also have my work number, where I am generally expected to pick up the phone when it rings. And no matter what I say, they keep calling.
I tell them I never pledge money over the phone. ("Oh, why not?" one asked. "Because then people keep calling," I explained, before hanging up.)
I tell them I prefer to donate when I renew a subscription. They seem to think that, since they are so worthy, I should donate on their schedule, not my own.
I tell them that they can send me something in the mail or through e-mail. They then call back to follow up on what they sent.
I do actually donate to arts groups, which is why I don't just hang up on such callers the way I hang up on those people who call suggesting I really need to refinance my mortgage. Hence the awkwardness! But it's a simple and obvious matter of customer relations: you don't contact customers (that is, people from whom you want money) in a way that is guaranteed to piss them off. I am using many italics in this entry, because I can't emphasize this enough, and arts groups really don't seem to understand this. I've already stopped giving to one group in part because of my irritation at their fund-raising practices. And the past couple of weeks another group, one which I still support (ironically, one I give to because I appreciate how considerate they are to their donors and subscribers) has been harassing me at work with calls, which is making me reconsider my normal donation to this group. (Here's a hint: both of these groups have "Performances" in their name.)
All businesses need occasional reminders not only that the customer is not there for their convenience, but that it's the other way around. If you are working from a phone list it's easy enough to put "do not call" next to someone's name. Seriously. How many ways can I say this? And how many times do I need to say this?