Why run an ad campaign if you're not going to contact them? Your leads responded by saying they want to know more about your business. They want to be contacted. The first step is enter them into your database or mailing list. Second step is to call or email them so you can solve their problems with your product or service.
@max81 The next step is to "Qualify" the lead ... by qualification, i mean confirm whether it's someone who fits into the following criteria (at least these, you can add more):
Once you've got a lead qualified, working with them to close the sale is not only smoother, but also more fun and rewarding for both parties involved. It's better for you to stop pursuing them if they're not qualified leads and spend that time with a real potential customer instead.