General Discussion

I did this with the Microsoft scam. The guy calling had an Indian accent saying he was from Microsoft and they noticed my computer had been hacked. He insisted I had to immediately log into the site he said and kept talking. When paused I said "You do realize I work for Microsoft security, don't you." He hung up immediately.

With the scam from the OP, you could modify what I said by saying "I'm at work in the Police station so I'll turn myself into the chief" and then wait for the scammer's reaction.