Feb 6, 2015
After originally posting this, I searched for microsoft call scams and actually found Wired UK article that claims that this is a common scam. See http://www.wired.co.uk/news/archive/2013-04/11/malwarebytes for more detail. I didn't mention it at first, but the caller sounded like he was from India which is where the Wired article says this is being run from.