I had this call once and did much the same thing. They say they are from "Windows Support" and that they got a report of my computer having a virus. I asked him what my IP was that was sending those reports. I asked him what particular virus was being reported. I asked him what the tool was that was reporting the virus.

Finally I said "Look, I was an IT technician at the server level for 25 years and what you are claiming is technologically impossible. You are not able to provide answers to my very basic questions, and that tells me you are a complete scammer trying to get into my wallet. People like you should die in a bad car crash on your way home. Tonight. A**hole."

Click.

Even better are the ones who call with the opportunity to extend my car warranty. I strung one of those guys on for like 10 minutes one day.