It is advised that if you used the compromised password in other places, change them all without exception.
If that's the case, refrain from telling anyone that you were using the same password in various places.
After successful adaptation of a new password, or better different passwords, add your old password to a black list and never use it again.

If you feel that one of your online accounts has been compromised, you should do a thorough damage assessment. Check what data was compromised, whether any additional passwords or personal data could be stolen, and any other sensitive data. From that point, you might have to change all of your passwords, and maybe more.

Consider using the IE-7 (found here: http://www.microsoft.com/windows/ie/downloads/default.mspx) phishing protection or/and McAfee SiteAdvisor (which can be found here: http://www.siteadvisor.com/ ).

It is unfortunate that you have been subjected to a phishing attack, and hopefully the measure you'll take will protect you in future.