Tech Support Cold Caller Scam
When pressed he changed his story and said that Microsoft had not informed him of this fact but that my details (which he read out to me) had come from "a computer mailing list". He claimed his company was called "Smart Solutions" but Google has yet to hear about such an important Microsoft partner.
You guessed it this is of course a scam. The name of the company changes but the aim is to get a couple of hundred quid out of you by making you think that your computer is at risk and that it was your fault. A full write up of the Smart Solutions Tech Support Scam can be found on my technical blog.
The short version is - please don't download anything or hand over cash if a cold caller suggests that you need to. Virus and Malware remove costs £0.00 and pro packages cost very little for a years subscription. Also Microsoft Live Update would take care of anything that Microsoft is that worried about. That's free too.