Telemarketing Security Threats?

Phanophish asks: "I'm the IS manager for the branch office of a large publisher. Recently one of our users received a telemarketing call at home from a person who claimed to be with an independent research company. The caller asked a number of questions regarding the software installed on both her home and work machines. After gathering the info, the user was offered $25 to run a program contained on a disk on her work PC. Needless to say the security threat is huge. Thankfully she asked the caller to send the disk to her work address and promptly informed me of the call. As of today, we still have not received the disk to look a little deeper in to the situation and I suspect we never will. My question is, have any of you ever heard or seen anything like this?" Personally, I'd never trust software obtained from a telemarketer. Anyone out there receive calls like this? It would be interesting to see if this is an isolated incident or the start of something fairly widespread.