The chap I work with got done by a key logger. Unfortunately on his bank account. HSBC I think, they sorted it within 24 hours.
I got done the following week on my credit card, 2 months later Halifax decided i did not max out a card I had not used in 5 years. I'm now looking at different banks...........
Keep all virus / spyware / etc scanners up to date.
Never ever ever follow emails from Paypal, bank , ebay, etc to a web page to fill in your details. Always go to the website separately log into your account as normal.
For heavens sake don't have the same password on your Facebook as your bank
Ed