This may be a scam

I just received a phone call from someone with a foreign accent claiming to work for Microsoft. He said that his office is receiving messages from my computer that someone is trying to compromise my security and that he would like to access my computer so he show me the problems with my security. Of course I did not give him access because I really think this is a scam. What do you think? I'm afraid if it is a scam there will be someone who allows them to access their computer and steal bank records or passwords. They called from an unknown # & he wouldn't give me his # so I hung up.