http://www.ccma.org.uk/Articles/recording_calls.htm
A brief extract from the article:
Do I have to let people know that I intend to record their telephone conversations with me?
No, provided you are not intending to make the contents of the communication available to a third party. If you are you will need the consent of the person you are recording.
So if the person you were speaking to didn't consent to being recorded you would have to terminate the call.
I'm not saying I agree but I know several people in various call centres I've worked in who will quite happily terminate the callif they are being recorded by the customer.