Who uses phonebooks these days, anyway? I suppose many people do, but I seriously haven’t looked in one in years. It pains me when they drop six pounds of ground and reconstituted timber at my doorstep every few months. Then I read the poorly printed bag that the lastest one came in (oh yeah, timber in plastic!), and guess what, Dex will stop sending you phone books if you ask nicely (and give them all kinds of PII).
Go ahead, do it for yourself and save a tree or two a year.
Then, if you want to be really pedantic, email customercareemail@dexone.com and ask them to delete your records that you just created, which according to their their privacy policy they may or may not do depending on “internal… policies and legal obligations.” Or at least delete the cell phone number that you had to provide because you don’t have a POTS line and the email address that they required. I can’t guarantee that this step won’t mess up the opt-out that you just did, though.
Jeremy Wadsack 
Seattle just launched a service to handle this for all phone books. http://seattle.gov/stopphonebooks. Nice.