I got that letter too. It was very nice of them to let us know. I've had mine compromised three times already but thankfully my bank caught it and it was for nominal amounts of money--as if they were trying to see if the card was good or not... It's a giant PITA though because I have things that come out of my account automatically and have had to change the number for each and every account. Once I forgot to change one and got a nasty letter demanding payment -- embarrassing
I now also try to use PayPal whenever I can.