Anonymous is right.
Trojan Viruses - are very powerful viruses, that the hacker create. The hacker using Trojan viruses, can see everything what you do, what you type, which program you use. Sometimes you never know that you have Trojan Virus, Trojan Viruses can trick anti virus programs by passing the test(scan). ( I once got one, it did nothing, just sat in the folder thats all. Removed Trojan by hand, moving it to the Recycle Bin, and then emptying Recycle bin. Problem was solved.)
Sometimes Botting( most people use a bots in game) program secretly writes down what you type in your MSN, yahoo, games, etc in any programs. Like Password, your Username, etc. Then it sends to the owner who created this program.( I have game botting program for game, sent by use, and not downloaded directly from any weird sites. It was scanned, safe. Be careful which program you download.)
Hackers: you gave out your ID, they hacked your ID by changing easily the password in the program.
Most people can do it. Thats why most sites have "Use different nickname" Option, which covers your True ID, and no one can hack you so easily)
You shared with someone, that possible too. Even if you don't use email, to log into game for example : Shared account, using same password as you do in MSN, and you also gave email in case.
And possible, you use same ID, and Same Password in other sites. ( I use same password, and no one can log in into my privacy, because the password is case Sensentive) And yea your password might be too easy to type. make it 8 characters or more ( Numbers , small letters and big Letters)