I agree the most likely way your password was nabbed was either from a phishing scheme, or from a trojan.
Get youself Adware from download.com It's free.
Then make sure to never click on emails that look like they are from eBay. I get a half dozen or dozen a day at my support emails. It's a horrible bad problem.
Also use different passwords at each site you use. I know it's a pain but write them down on a small notepad or such and keep it with your computer and then they aren't so hard to remember.