Unfortunately, live accounts can be very easy to hack, depending on how they're set up.
OK, everyone who is still trying to get their account back and doesn't think Microsoft will be able to do it, send me a PM. Include in that PM:
1. Your account info. NOT the old password, but the username and whatever other user details you think may be relevant.
2. Everything you know about the person that hijacked your account. I need anything and everything.
3. A way to contact you apart from these forums. Email is preferable, but I can work with IM.
I will not guarantee that I will be able to get your account back or that I will be able to respond to your request in a timely manner, since I will most likely work on these one at a time. What I can guarantee is that if I respond to your message, I will do everything I can within legal and ethical boundaries to fix the problem.