Inform the Potential Participant Who You Are

If the usability test is being run as an anonymous one (the name of the sponsoring company remaining confidential), then of course the research firm or person calling should mention this fact and give the reasons for anonymity. 

For example, "Hi, my name is Sandy. I'm calling from a research firm called UsabilityWorks." If the study is anonymous, add something like this: "Because my client is a household name, I can't tell you the sponsor of the research. You will learn it at the end of your session, if you are selected for the study," if that is indeed the case.