Winning the Mega Millions

I got a call from 876-884-8678, Michael Anderson saying that he was calling from Mega Millions. He stated that I had won a million dollars and a white Mercedes. I had won this because I paid my bills on time and that my phone number had been picked at random. He then asks what I would do with the winning. I said,'pay off my house'.  He then began telling me that my prize and money would be delivered to me in Philadelphia, MS, and that he was calling to get my street address. I promptly said, ‘I thought you said you had my address, why do I need to give it to you again. Then I stated that I do not live in Philadelphia. I than began asking him questions, he told not to waste his time by asking questions, either I wanted the winnings or not. I then said, ‘you’re good’. He promptly said, “This is not a scam”. I then asked him did he know who my attorney general was, because I was going to report him and his scam. He immediately said Jim Hood. I then asked him this company registered with the BBB, he said “yes”. And told me to look them up on my computer. Then he began to give me a packaging code number for the car and check, the winning ticket number, the license plate number that would appear on the car, and the certified check number. Then he made and asks the proverbial statement and question, "there will be a deliver shipping fee of $255 and how and can I make a payment today?" I told him no, because I was employed. He said, “Because you are unemployed, the company would pick-up 99% of the deliver fee for me”.  I reminded him again that I was unemployed. His statement was, “trust in the Lord, he’ll make a way”.  He then tried to get me to charge it to my credit card, I said no to that as well. He then suggested that I make loan with my bank to pay him. That’s when he became upset and I hung up. I just want to see how far he would go to get his money.