IMO, anyone that gives personal information to anyone who phones them up unsolicited, deserves to have their account or card emptied as a reminder to their own stupidity.
As a minimum ask the caller some of your own security questions, to verify who they are.
Or just call them back - but not on a number they may give you
Good advice Woody - I wouldn't give personal information to anyone who has rung me 'out of the blue'. If I don't want something from them (ie if i've phoned them or if i've asked them to phone me) then I also don't want to give them anything. My tip when using cards to pay for things - be suspicious at all times and take the time to think whether what they are asking you to do seems the least bit dubious or not before doing it. Banks must tell people 100s of times that they will not ring you and ask you for security details so someone ringing you and asking you for details is 99% certain to be trying to trick you.