Certainly not something any of us would like to happen to our accounts -- so it's probably a good idea to heed Blizzard's warnings. Specifically, we're warned against links to a file named tonydanza.a11net with the extension .html. So if you see something like this linked from the forums? Pay attention to Blizzard's warning page that you're visiting a non-Blizzard site and don't click it!
And if you're interested in what you can do to keep your computer secure, Blizzard has some general advice on their support site. And for more specific advice, forum poster Semoravene has provided us all with more specific details on keeping your computer safe from viruses and other harmful programs (that means keyloggers!). And if you think your account may have already been compromised, the next step is to contact Account and Billing services -- but be warned, getting your account back can sometimes be a bumpy ride.