This is the "Windows System Service Center / Microsoft" scam. A con man will try and convince you there is a problem with your Windows PC, get you to install malware, and pay for the privilege. These are note telemarketers you should be nice to.
Phoned by US number (847) 201 7061. Apparently this area code is for Chicago, Illinois. Number phoned three times in two days, left no message. I know no-one in Illinois.