It's an unfortunately common (and successful) scam - there are any number of posts both here and in the Microsoft Community forums (nee Microsoft Answers forums) on the subject.
It's difficult to know how to deal with these people - many seem to call back time and again when refused the first time.
General opinion seems to be that a 'this is a monitored police line - please hold while we trace' response gets rid of them fast and forever :)
Noel Paton | Nil Carborundum Illegitemi |
CrashFixPC | The Three-toed Sloth
No - I do not work for Microsoft, or any of its contractors.