He never actually said it.

It's been attributed to Peter Sellers who being a gadget freak obtained a telephone answering when they were first available.

The message he left for missed calls was done in Cains voice, the message being (paraphrase)..

"Please leave a message after the tone because Peter Sellers isn't in right now... and not a lot of people know that"


Cain in many interviews confirmed Sellars as the source of the anecdote falsely attributed to himself.

"Peter