I think these scamsters just ring numbers at random and even if your number is ex-directory, they can still just make up numbers knowing the area code. A variation on this is where you get an automated call from an auto dialler, which instantly hangs up. If you see the call on your caller id and ring back, I think they make money on this some how.
I don't know whether your telephone service provider can block calls from specified numbers. In any case most of the time the numbers are blocked. I don't think Microsoft can do much about this, especially if the calls are coming from outside the country (callers seem to have Asian accents). Maybe the NSA could get involved and trace the calls!
I usually just wind up the callers by telling them that the instructions they have given me don't work. This goes on for several minutes and eventually they get really frustrated and hang up. Sometimes I tell them that they have been connected to police head quarters and their number is being traced, at which point they become apologetic and hang up.
From my experience, these calls come in bursts. You get a call every day or couple of days for about a week, then nothing, then it starts again after about a month.