I don't know if it's legal or not -- but I'm with you, I wouldn't like it. My career involved working on phones -- first as a receptionist then in last years as management. Not even the government I worked for did that! First, call the attorney general's office and ask if it's legal. They can give you free information. If they won't, call the local police department. I actually think they can record -- they just can't use a recording against you in the court of law in some states. It seems to me your "boss" has too much time on their hands to not only have YOU documenting that information, but also recording it...and possibly recording it again. You might bring that up in an office meeting -- and let them know it's made you self-concious and nervous. If the rest of the staff support you in the complaint you may get them to stop.
Good luck!