Happened to me to, but i was a idiot and thought a long and complex password were enough, but at this time i didnt know about the security problems at mtgox.
Now iam using google authenticator on everything on mtgox, withdrawal, security center etc., so my password cant be changed.

Also i dont let more then for some hours my money on mtgox.

I lost over 50 bitcoins.

If the "hacker" made a normal withdrawal you can cancel it if you tell it the support fast.