what to do with telephone interviews..help!

what to do with it? i had 2 phone calls already and every time they would call me i am still sleeping like they would call around 9. i know it's my fault being not an early bird but since i just woke up my mind is still not functioning. any advice on how to handle telephone interviews. last call i got, the guy said they would call me again to see if there's an opening so it seems they are not impressed with our telephone conversation . this job hunting is making me nuts. and another thing, what to do if you already had set up an interview and you just realized that you don't want to work there because it's far and expensive and you have to pay the bridge. is it my obligation to tell him that i will not show up for an interview? please help me...i don't know what to do?