Actions that you need to take:
- Check for a hardware & software keylogger
- Back up your data files (photo's music etc)
- Consider formatting your computer once you've confirmed that you do not have a hardware keylogger on your computer.
- Confirm that nobody else has access to your computer - if you are in a shared house this may take a bit of tinkering.
- Password protect your computer using a password created by the password tool in OSX - go for a very strong password that you can't remember. Do not leave a note of the password anywhere.
- Turn off you wireless devices when you are not home.
- Check the log on the modem / router says that it has Mac address (yours and another connected - it will show if it's got 2 IP addresses)
I should also add - having your MAC address does not give them access to your computer. They need the password for your network unless they are directly (cable or wirelessly) connected to your computer. Confirm that it's not someone else in a shared house.