Okay. What you should do (insofar as securing your computer and WoW account; others have advised you how to get your account back):
1. Immediately do a full virus scan with a trustworthy online scanner (it's possible that your AV program, if you have one, has been compromised). I recommend this one [http://housecall.trendmicro.com/].
2. I strongly recommend following the steps in this FAQ [http://www.dslreports.com/faq/13616]. It is an exceedingly thorough step-by-step guide in getting the vast majority of nasties off your hard drive.
3. Ensure that you have quality, up-to-date security software. One each of an active antivirus, antitrojan and firewall program is a good step; using periodic full scans from a second backup program is better. If you really want to be on the safe side, look into HIPS or whitelisting programs- sometimes a hassle, but a great way to make your computer practically bulletproof.
4. ONCE YOU HAVE CONFIRMED THAT YOUR SYSTEM IS CLEAN, change every last one of your passwords everywhere. There's no telling what else might have been captured by the keylogger.
5. Get an Authenticator. Seriously. Not only is it a difficult barrier for hackers to overcome, but it prevents them from placing an authenticator on your account should they gain access to it (this has been a growing trend, and makes regaining control of your account MUCH harder). If you have a smartphone, there's probably an Authenticator app you can download for it so you don't have to buy the keyfob.
6. If you use an automatic add-on updater (like Curse has), remove it. I've been seeing a LOT of people getting compromised by Curse add-ons. For extra precaution, delete all of your add-ons and reinstall them manually from known-good sources.
Getting hacked is never a good thing. I wish you luck.