The last part is a well known scam, they try and get you to download software then allow them to access your computer remotely. They're a disgrace, they know full well they're trting to con people and it's not on.
Atleast with telemarketing calls you're not being intentionally conned. Unfortunately for me, the only work I can get at the moment is phone based. Luckily I am on an inbound contract at the moment, but I work in an office where they do all market research on behalf of the Carphone Warehouse and Tesco.
Yes well known scam just tell them you have an Apple Mac not a windows pc.