Mega Million Payout Service telephone fraud

My parents received a phone call from 'Mrs. Kelly' of 'Mega Million Payout Service.'  She had a distince foreign accent.  They were told they had won $9.5 million.  All they had to do was be home in time for UPS to deliver their check.  She asked if we wanted the news media to be notified so they could arrive with the delivery of the check.  We were asked if they were US citizens and if they had photo ID, which they did.  Mrs. Kelly gave me a contact phone number, 1 876 393 6520, which I called to verify her story.  She did, indeed, pick up the phone and identify herself.  We have not yet been asked to pay any money up front, but that will surely be the next step.  

She asked if they remember being in Beverly Hills, which they did not.  Then she asked if they had been to Las Vegas, which they had, but they don't remember signing up for any lotteries.  I want to warn everyone who fills out those random lottery forms that are everywhere to be careful about giving out any personal information.  I don't know of any official lottery that notifies winners in this way.