A job, any job, is better than no job. Apart from giving a sense of self worth how else are you going to get on the job ladder? Every job gives some experience in something and it will get you a reference when applying for a better job. We all need a reason to get up in the morning!
Had the same call last year implying they had some connection with Microsoft. I asked for a phone number to call back which he (surprisingly) gave me. Called back to what sounded like a busy office (sound effects?) but when I started asking awkward questions and let him know that I did know...