Yes they do:
http://support.microsoft.com/kb/129972/en-us
"Call 1-866-PCSAFETY or call 1-866-727-2338 to contact security support."
> Two hundred clueless posts on a web forum out of a userbase of millions doesn't mean there's a "malware explosion," as he described it. Why are people falling for this flamebait?
If Apple is issuing special instructions to its support staff about this malware, then clearly this is a pronounced problem.