The first time I talked to Microsoft was in the late 80's and I didn't even make it past the phone interview. The interviewer was very young and sort of arrogant. At one point he asked me if I had any programming experience. I told him I wrote a shareware title in Visual Basic and he asked what it was. I said, "I was living a few hours from Vegas so I wrote a program that analyzes NFL stats and predicts the results of football games." There was a fairly lengthy pause and then he asked, in an extremely condescending manner: "WHY???" The interview went downhill from there.
I actually made it through a round of interviews in 2001, a few months before the Xbox was released. They were looking for someone to design a racing game and the Lead Programmer (whose last project was Excel, I think), showed me a demo of his engine. He had a steering wheel attached to his desk and he asked me drive for him. Unfortunately, the framerate was so bad I felt like I was going 15 MPH when I was really going 65 or 70 -- so every time I'd come to a turn on the mountain road I'd skid off the road and crash. A friend who worked at MS told me later that I was rejected because, although I am a smart guy, I'm not "Microsoft Smart".
In 2008 I gave it one more try. I was VERY interested in the casual space at the time and I was seeking a design job at Microsoft's "Gaming Zone". The interviews were going pretty well until I hit the department head. He kept looking at my resume and saying things like: "WHY do you want to make casual games??" Then later he'd look at my resume again and ask, "You've designed or produced over 50 games. You made "Betrayal at Krondor" and "Defender of the Crown. Tell me again, WHY do you want to make casual games????" At one point he looked at me suspiciously and said, "Name 10 casual games, right now."
NOTE: On that third interview I also had some trouble with Alexey Pajitnov, the creator of Tetris. Early in the interview he asked me why Bejeweled was so successful. I said, "Well, the graphics are clean and attractive. The interface is simple and intuitive. The mechanic is engaging and it appeals to everyone's desire to organize things... Blah blah blah." He started scowling midway through my answer and then he said, "No. Bejeweled was successful because the player cannot lose the game." He also talked a little about the mathematics of game design, and a lot of that went over my head. I didn't impress him at all, so that may have contributed to why I didn't receive an offer as well.
To be honest, I'm pretty happy I never got hired. I worked for a company of ex-Microsoft folks in the early 90's and while "Muppets Inside" got finished on time, it was probably the least successful and least satisfying game I've ever designed. I don't do well in corporate environments.