My Email Hijacked and Monitored by sending a fake link

I believe my account was hijacked. I received a message containing a link as a download of some video which were not there as promised. When I asked a specialist he said it is a hijacking tool and my email is monitored by someone else. I started to see the following dialogue box when I am navigating in my account: (The page at http://messenger.mwp.geo.msnmessenger.msn.com.akadns.net says: you can’t proxy across different primary domains).

I ran your account recovery process, and changed my password, but the message is still there.

What shall I do? Does this mean that I am really monitored by someone else? Notice: My hotmail account is *** Email address is removed for privacy *** , I have another account which is *** Email address is removed for privacy *** and I receive the same notice when I open it. Thanks for you cooperation, in advance.

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