The problem here is that some systems are not very secure, and people tend to use insecure passwords. If somebody cracks your BT account there is nothing much you can do about it except change the password. Of course by then they have grabbed what they wanted!
This may be of help;
http://www.microsoft.com/security/online-privacy/passwords-create.aspx (http://www.microsoft.com/security/online-privacy/passwords-create.aspx)
This does not necessarily mean your machine has been compromised! It just means the hacker has cracked your account on the e-mail server.
Check your password strength;
https://www.microsoft.com/security/pc-security/password-checker.aspx (https://www.microsoft.com/security/pc-security/password-checker.aspx)
and change them regularly. There really isn't anything else you can easily do.
You can also keep your address books etc on your local machine and not store them on internet servers.