Think of it like having a conversation with a small child:
Kid: Mommy, why don't cats have long noses like elephants?
Mom: I don't know. They just don't.
Kid: But why not?
Mom: They just don't.
Kid: But why not?
Mom: They just don't.
Kid: But why not?
Mom: They just don't. We aren't talking about this anymore.
In the phone situation:
Phone person (PP): Why can't you donate at this time?
You: It's not possible at this time.
PP: Why can't you donate at this time? For our records?
You: It's not possible at this time.
PP: But for our records, why can't you donate?
You: It's not possible at this time. I need to get off the phone now. Goodbye.
Look at it like the "script" you use with the teller at the bank. You can start with the bare minimum of politeness to get youself started ("It's not possible at this time. I need to get off the phone now. Goodbye.") and add on as you gain confidence. I do suggest practicing at home in front of the mirror or with a close friend/relative who is not likely to induce panic attacks, and teach yourself to use pleasantries like "No, thank you," "please" (as in "please take me off your list"), etc. into the "script."