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I'm afraid you've been scammed.
Whenever someone contacts you out of the blue claiming to be "Windows" or Microsoft or your Anti-Virus or anyone of that nature... To put it bluntly they are liars.
Do you have anyone who is tech savvy that can help you?
Basic steps are going to depend on what version of the operating system you are using. What you need to do is either reset your computer and loose all your files (safest option really) or restore to an earlier time and then make sure to do intensive virus and malware scans and hope you cleaned everything out of there.
How you accomplish this from bootup is going to depend largely on manufacturer of your computer and age of the system.
Here is how you contact Microsoft Customer Care:
microsoft customer care - Bing