Remember that during difficult economic times, scams about government grants are big business. They always ask for a "processing fee" when they contact you via a telemarketing call.

Snopes.com has some good examples:

http://www.snopes.com/fraud/advancefee/grants.asp

From one of their examples, I learned that when you get a telemarketing call, you should never use the word "YES", even if they say, "Am I speaking with Scott Wright?" - You should also say, "Speaking", if you want to confirm that you are the person they want to talk to; that is, if you feel like saying anything more than, "Please take me off your calling lists."