Absolutely not genuine. Microsoft and their subsidiaries never call out of the blue to anyone, anywhere. (Nor do McAfee and similar companies by the way). Whomever it was, was a hoax caller and I hope you did not allow them into your computer or give them any personal information. If your phone company allows Call Screening I suggest you block their number immediately.
How they got your number is another matter but never, ever post your personal data, email, phone etc. etc. publicly where bots can pick them up.
I'm not familiar with Neuber Task manager I'm afraid.
Here's a link that explains that .exe: http://www.trickyways.com/2010/03/what-is-csrss-exe-process-in-windows-is-it-a-v irus-how-to-identify-orignal-file/
As a precaution download and run Stinger and Malwarebytes Free (do not sign on for the trial) both linked in the last link in my signature below.
Moved to General Discussion as a more appropriate spot.
This is a fake PC-support scam operation, probably operating out of India. Microsoft managed to get some of them closed down very recently but others are still running. As Peter said, Microsoft will never cold-call you offering to fix a problem that has somehow miraculously been detected from afar. It's a pity you didn't get the name of the company doing this, Microsoft are now actively on the warpath against these companies.
Cheers for the response, I tried to get him to tell me who he was working for but he wouldn't say, that got me pretty suspicious which is why I told him i would look into it myself.