MSN been hacked please PLEASE help?

I was on msn and then it just signed me out, telling me someone had logged it. I tryed logging back it but it said my pword was incorrect so i made a new addy and added my friends who then told me a hacker was on my accont. We did a three way convo with the hacker and it turns out the hacker knows me and was saying all this really horrible stuff to my bf and to my friends.. i asked why the hacker had done it and he/she said it was because i needed to be punished... i'm really upset as i have so much private message logs and emails on that accont and i REALLY don;t want that information to be shared with others... Could anyone please tell me what i should do? Does anyone know what number to call to get my account cancelled? Any help would be much appricated.. thanks.