That is a typical "your computer has been infected" scam.
See the Microsoft warning at the site listed below.

Here is a growing list of (mostly government) sites were you can report or learn more about such scams.
While you are at that site, look at the other pages as well, for good information on how to recognize or prevent scams.

http://phonehelp.comuv.com/complaint_sites.html

East Indian man called and knew I was on my computer.  He said Russians had hacked my computer and that I should go to Teamviewer where he instructed me to sign up.  I got a warning and told him I would not continue.  I then hung up and called Teamviewer to ask if someone from there had called.  He said that is not their policy.  I believe this is a scam and is being used for identity theft.