If Microsoft are aware of a Windows problem with their operating systems they release a fix for the next monthly update unless it's important then they release it immediately. They do not phone you up to tell you!
You often get the phone call shortly after you apparently report an error to Microsoft but what you have actually done is supplied the fraudsters with permission to access your computer remotely. The issue here, of course, is that now they have control of your computer, they can download all your temporary internet files in the hope that there will be pages containing your passwords and credit card details.
They will also have the ability to steal any passwords you have asked your internet browser to store for you, so don't! They will also be scanning your computer for any documents they can use for identity theft as well.
It has been going on since at least 2008 from call centres in India and the are getting more sophisticated. Here is an article published in the Guardian newspaper in 2010.