Be sure to express interest in the company and appreciation for the telephone interview. At this time ask if additional copies of your resume, transcript or a list of references is needed. Before the telephone interview is ended, be sure you have the interviewer's name, title, company and telephone number. Often you can avoid saying you don't remember the interviewer's name by asking them to spell the last name. Treat all telephone calls from any company contact as equally important.
Managers greatly value the reaction and opinion of their staff.
After the telephone interview it would be appropriate to send a brief thank you note. Refer to the telephone interview, mention one or two items that were discussed and reiterate your interest in the position and their company.