Before you lose any sleep over it, head to Should I Change My Password? The site promises an answer to that question based on "a number of databases that have been released by hackers to the public." Just type in your e-mail address and the site cross-checks it against 17 compromised databases. Here's what you don't want to see:
Couple things. First, it's only natural to be suspicious of a site like this, which might be doing nothing more than harvesting e-mail addresses. There's a disclaimer -- "The email you enter will NOT be stored, transmitted, or otherwise used beyond this check." -- but that doesn't guarantee anything.
Second, before you even click the link, allow me to answer the question: Yes, you should change your password! Immediately! And frequently! Whether it's been hacked or not.
We've covered password security up, down, and sideways here at Business Hacks. Here are some extra resources in case you missed them: