So good news, since you have access to the Microsoft account you are trying to link you will be able to unlink it. All you have to do is proceed to that account creation process you are promted to complete. Once you have made the account just go to its profile settings, link a Facebook, PSN, or G+ (it can be a throwaway account) and then you should be able to unlink the microsoft account.
If you have successfully done this all you will have to do is log into your primary account and link the desired Microsoft account.
If you continue having issues feel free to respond to this or PM me.
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Thank you.
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No problem, glad to help.