There are no reported cases of any one hacking in to hot mail (I work for MS)
having said that it is relativly easy for a technicaly astue person to get the password from you or your pc.
your pc may have been hacked, keep it up to date and have a good anti virus product
change all your passwords as regularly as is resonable to you.
use a hard to guess password
if your password is any of the follwoing then it could just be an ex or a frined who guessed it.
car reg, date of birth , pets name, anything to do with star trek, any idols you may have
best bet is to use a proper hard password, although these can be hacked eventually they take a lot longer.
just a reminder hot mail is not hacked but they may have got at your password somehow on your pc.
a good Password would be G1n432*Xkkl
not pretty and not easy to remember but harder for software to guess.
ways of finding out ,
leave msn messenger logged on all day, if it gets logged out some one could have signed in
speak to hot mail support about it