Hotmail(?) security Pop-up: Asking for telephone #

My elderly dad told me that as he was trying to get onto Hotmail a window came up saying something about his security out of date and to input his telephone #.  When he did, he immediately got a phone phone call with a recorded message telling him to input the given passcode and he would be alright.  Unfortunately, he did as told and input the security code.  After that all seems ok, but i'm worried that this is some kind of scam.  Was this a new security deal from Microsoft or someone else?  Should we be worried?  If so, how should we deal with it?