Contact the service provider for your MSN account (presumably Microsoft?) and advise them.
Also, and I don't know if this is any good or not, is there a link on their site where you can request that they send you a new password? If there is then try that, it may send it to the address you originally registered with them.
Other than that there probably isn't a lot that you can do.
I'm prepared to bet that your password wasn't that great, and that your account wasn't actually hacked - rather that the 'hacker' simply guessed the right password (probably something personal to you, or something common?).
Good luck with this, and
to CF.
---------- Post added at 12:02 ---------- Previous post was at 12:00 ----------
Oh, forgot to say.
You need to run complete Antivirus and Anti Spyware scans on your machine [b]immediately[/u] in case there is something installed on your machine that may have been used to gather your password. Once you've done that and you're sure the machine is clean you need to change
all of your passwords and pin numbers for all of your accounts (web, email, bank, everything) just in case!