I think you are probably wrong in your suspicion of Auction Sniper. I think what you noticed my be symptomatic of another problem entirely.
Logically, if Auction Sniper had been "broken" these forums would fill up with complaints. I believe they are totally secure and so do most users here.
Now undoubtedly, you have a problem and the most likely cause is to be found on your computer. My knowledge gives out here, so I hope a more knowledgeable member than I, can help you out.
I think there is a well known virus that specialises in copying your passwords and other "inner secrets". I would think you have a "Trojan" in your computer passing on your information to others.
My experiences with my first virus this past fortnight have shown me that you need about three different products to get rid of it entirely, as each one found my problem - in a different area!