Their FAQ says...
Now I'm as paranoid as the next man when it comes to giving out my details (and getting p'd off when people ring up my number which they got "off a list" and claiming to be doing a survey when it's clear they are selling etc. etc.) but... the FAQ says the following:
"If you don’t give out numbers, how does 118800 put me in touch with the person I want to contact?
When you search on 118800.co.uk, we’ll send an SMS message to the person you’re seeking givng them your contact details so they can call you back.
Why can’t I have the number, rather than being put in touch?
Some people don’t like the idea of their mobile number being given out to anyone who asks. So having worked closely with the regulatory authorities to provide a service that protects this right but also provides a successful directory service, we have developed simple ways of connecting you without ever giving out a mobile number."
Now this sounds to me like it would be quite easy to reject any calls from people using this service, and your number will not be given out.