My Hotmail hacked? please help?

[Hodge]

Hi I think my hotmail account has been hacked as its sending out spam mail to my contacts, and every now and then I get a message from MSN saying suspicious activity has been happening with my account and I have to give my mobile number to get an activation code to stop my account being band. I really have no idea what to do, I don't want to get rid of the account as I use it to send CV's for jobs and waiting to hear job offers from companies using this email. I have changed my password is there anything else to do? please help!