The first thing you need to think about is why someone would just ring / email / send pigeon to let you know that someone has hacked your machine / Phone / Nintendo DS. There is no gain for them to do this. It is likely that they are trying to sell you somethng that you do not need.
but to be on the safe sinde…
Make sure your Firewall is OK – Windows and Upto date will stop most casual hackers.
Update Operating Systems to stop know bugs.
Scan your machine for Malware
Install AV software to stop further Malware.
Turn your machine off when not in us if you are worried but dont be.
I hope this helps put your mind at ease