Windows-R just brings up a dialog where you type in the name of a program to run.
Then they'll get you to go to a website and run something that lets them take over your computer so they can, uh, "help you" remotely.
Thanks for that, then what will they do with the computer, are they looking for bank accounts etc?
Our laptop has so many annoying popups I practically don't use it anymore and most certainly not for banking.