IT happened to me about a year ago, someone got on my account changed my email on my account and I was no longer able to log on.  Yes, they did the obvious, got the credit card, bidded on some goodies changed my address, and now they have it.  The best way to keep scammers and people who are watching you on the internet away is to follow the steps in this guide. 

1. First off the obvious pick a password that is letters and symbols, a password that is for instance "joego" is not as good as "88joego45".  An even better password would be "88joego45!"  These go for paypal and eBay.
2. Use a secure browser, for instance I have found Firefox to be the most secure browser and is not targeted as much because much more people use AOL and Internet Explorer.  Go give Firefox a test run, search in Yahoo or google and the link will be right there. 
3. Update windows often.  Microsoft often releases security fixes and it is good to have them right at once, when they come out.  Better yet set windows to automatically update.
4. Use a firewall, antivirus, spam blocker, spyware blocker.  The best i've found so far is Zone Alarm.  The new version has all the bells and whisltes.  Go to download.com to give it a test run.  Just search Zone Alarm.  Keep this updated often as this will keep you protected and up to date.
5. Change your password as often as you wish.  Try to do it atleast once a month.  This will keep hackers on their toes.  If they have already got it then changing it will make the world of difference. 
6. Secure your network, if you are on wireless make it secured.  If I had a dollar for every neighbors network I have got on I would be rich.  I am not on snooping, just seeing if I could get the internet.  If I can get the internet, I can get into their computers.  assign an SSID to your network and don't share the password.  Make it a hard password just like step one. 
7. Use common sense when clicking on links, I get about 5 emails per day that appear to be from eBay and they aren't.  They say log in and update your information, or email me back on this item.  Another good tool is Mcafee site advisor, it appears in your browser and alerts you if you are on a bad site.  It catches these fake eBay sites.  just search for it on any major search engine.
8. Run cleaning on your internet brower like dleeting your history, saved passwords, and cache, which has a lot of informatino that can be accesed. 
9. Get an email scanner to catch those bad emails and ones that are spam.  Also download a pop up blocker so if you do click them, they won't pop up all over and get you involved in the click war."Unless you are bored or something"
10. Use common sense, some people don't have it, but most do.  Just dont click on something that would say "click this for free eBay goods."  Use all these methods combined to be secure and keep those hackers away.