Hello Cowdad, 

Thanks for being this to our notice.
Request you not to click on such links.

please use this link to report.
https://www.microsoft.com/en-US/concern/scam

Please find the below article which will help you to block unwanted emails from your MSN email account.

https://support.office.com/en-us/article/block-senders-or-unblock-senders-in-outlook-com-afba1c94-77bb-4f50-8b85-057cf52f4d5e


For more assistance please follow the below link to contact the MSN Technical support team.
https://support.microsoft.com/en-us/contactus/msn/explorer-tech-services/

Thanks

MSN Support Team