why did I get a worning from micosoft that my computer has spyware/adware?

I was on my computer and all of the sudden micosoft poped on and said that my computer had a threat of spy ware / adware. I thought my weboot was supose to protect me from this or give me a warning. I ran the scan and it doesn't show that there is anything that shows up. They gave me a number to call but after 10 hours the line is still busy. Shoul I redo my whole computer to get rid of it? How scared should I be?