Shez,
If this guy does decide to give up on you with the "Windows" thing, he may be part of a ring of scammers who may decide to come at you again from a different angle, maybe using a different caller, perhaps a female next time. What I'm saying is that you might want to be extra wary of who's calling you for a while into the future, even if it doesn't sound like the thing you've just been going through. Somebody shady has got your number, and he may not be working alone. I wouldn't say "Get scared." just don't "get co-operative" with callers you don't know.