The best advise I've heard for handling illegal questions is to first say "I'd prefer not to answer that question, I'm perfectly capable of performing the duties expected of this role" or in this case of course end with "my preferred salary range is $x" then if they keep pushing to say "I don't believe that is a question you can legally ask me" its tactful, avoids answering an illegal question and doesn't come across as know-it-ally while still informing the probably undertrained interviewer