This is an old scam that is making a come back. You get a phone call from a person who sounds legit telling you they have gotten a report that your update or download has failed and that they are calling to fix the problem. What they do is navigate you out to a site for you to download a program that will then allow them to take over your system. Now they can do what they want to your system and you will be pretty helpless (Unless you know how to get around something like that).
We have had several calls in the past few weeks with this scam. When the wife answers and they start their spill she says wait a minute let me let you talk with my husband he works in IT. There is usually a click at the other end.
The point I want to make here is that Microsoft or any other legit computer software company is NOT going to call you and tell you that you have a problem. They leave it up to you to call them if you have and issue. Your best bet is if you do get one of these calls and the tell you that they are going to help you with your computer hang up!