You receive a telephone call from someone claiming to be 'Microsoft' or 'Web Security' or such like, saying that your computer has some problem and it is sending out unauthorised emails or data across the Internet.

It is probably a con - If they are offering to fix the problem then it is a con.  Ask yourself one simple question - How do they know my telephone number when you have never given it to them?  It is not stored on you computer or transmitted with your emails.  The answer is they are just ringing people at random and, as most people have internet connected computers, they fool you into believing they know what is happening on your computer.  They will try to sell you a 'fix' which is not a fix but usually something more sinister.  Have some fun with them - make them waste their time - tell them you cannot see the setting on your computer they are asking you to run - tell them that you do not live at this house and that you are actually robbing it! - play stupid but NEVER give them access to your computer via their website or give them any money or correct information.