Hi there! My name is***** am a computer professional with over 15 years of experience with both Mac and Windows computers, software, phones, tablets, e-readers, and printers. It would be my pleasure to assist you with this. You absolutely did the right thing. Microsoft will contact you like that. Hopefully you disconnected before they installed anything. If you would like I can take a look for you, or I can provide detailed instructions for thoroughly scanning and cleaning your computer of any malware, spyware, or viruses that they may have installed or that you may have gotten in some other way.
In order to provide the best possible help, I will need to know what operating system you have on your computer. If you're not sure, please click this link and tell me what you see: