Yahoo messenger was hacked!?

lately my yahoo messenger has been closing on its own for no reason and ive gotten random IMs from people i dont know and 1 from a girl i talked to on my old screen name...she doesnt know the new 1 i have so i dont know how she got it ( i talked to her because some guy in yahoo chat was saying he hacked my webcam and she said he did it to her too) and i just got another IM from someone saying "turn on ur cam or im gonna keep fu***** up ur yahoo ma" and 10 seconds after that my yahoo closed what can i do?