It's a scam. They will try and direct you to a website that actually installs malicious software on your computer. The scam is called "phishing", and it usually comes in an email that tries to direct you to a malicious website. The phone call is a new twist. Don't fall for it.

Microsoft provides its own tech support (for a fee), and they will not call you unless you log a service ticket with them first.

Thanks for the Heads-Up.
I don't make purchases on the phone unless I make the call and if anyone tells me to go to any website or tries to direct me to another number or person, I just hang up.
I sometimes get a call that say's "This is a very important call, please hold on while we direct you to an operator" or some such B.S.
If the call is important enough, then have a human online when I answer. I don't condone or incourage such rude behavior (same a ringing someones doorbell and walking away).
Iven

I yelled at them ... they were interrupting a very important call I was on about millions of dollars coming to me from Nigeria.

I also have a huge sum of money waiting for me in Nigeria. I just need to come up with the cash to have it sent to me.
Iven