Prevent them from screwing with your system?
or
Lure them in, and mess with them.
The former is relatively easy. Good AV, good computing practices, and employing the squishy stuff between your ears.
The latter, however, requires hardware and planning.
Create a virtual machine in the cloud then allow the guy on the phone to take control of nothing?
Its better if you also have the tools to do what they intend!