David warns us about potential Internet Phone Scams.
To reaffirm what he has mentioned in his post, none from Microsoft would call you and *inform* you about a potential issue with your system. Instead, Microsoft releases security patches and Malicious Software Removal Tool almost on a Monthly basis. This along with a legitimate and effective Internet Security Suite (Norton, McAfee, Kaspersky, Microsoft Security Essentials, etc.) is more than enough to keep your system safe.
As a final note, buy genuine softwares and say NO TO PIRACY. A pirated Operating System is the starting point to all troubles. You pay less/nothing for a Pirated OS, but you don’t know about it’s potential consequences till you face it.