One time I was bored and played along. I asked them what my IP address was if they detected an issue. Of course they couldn't tell me but he kept trying to convince me he was legit even though it was clear I wasn't buying it.
Yeah I did follow along with them a few times using a Windows virtual machine. They wanted me to go to a web site used for giving someone control of your computer (like fixing your grandma's email). That's when I told them they had connected to an FBI office and we were tracking him. (click)