Ask them for their phone number and say you'll return their call - I've done this once with this particular scam [the Windows Service Centre, from memory] after about the third call from them and they gave me a local number, but it is some sort of call back or voip number that goes back overseas. DO NOT go to the URL they try to send you to.
On a separate note, every other week, I usually get a call from various Telstra landline resellers (this is not a scam) trying to get me to change away from Optus. Usual questions - "how much do you pay for your local calls" etc. Now I just string them along - as soon as they call (and I can pick them straight away) I tell them that I have been waiting for them to call and just before they continue, I warn them that this call is being recorded for training purposes. I then tell them that I know they are going to ask me about how much I am paying for my calls and that they are a Telstra reseller. Some of them become totally confused and think that I am a Telstra training officer. If by this time they are still on the line, the call is totally turned round and I tell them that I can offer them cheaper calls and ask if they'd like me to send them information and ask for their personal number, by which time, they have always hung up. Nothing better than 5 minutes of random comic relief when pests continually try to peddle the same service.
