Practically once a week we are helping someone out there undo the damage caused by a "we are from Microsoft" Phone Scam. They call up purpoting to be from Microsoft and that they've noticed there is something wrong with your computer. The show you the 'errors' but unbeknownst to you, most of those same errors are in most computers. It's ridiculous how hard these guys work to get a few dollars from your pocket!
Microsoft has nicely put together a page with important information, including what you can do when called by "a Microsoft representative...
Read all it about it here: Microsoft's Avoid Phone Scams page