If you believe you are a victim of identity theft:

• File a police report to document the crime for your creditors.
  http://crime.about.com/od/agencies/a/agencies_or.htm
  
• Report the theft to the Federal Trade Commission (1-877-438-4338) or http://www.ftc.gov/bcp/edu/microsites/idtheft/.
• Close any credit accounts that you believe may be used fraudulently by calling the security or fraud departments of each company where you have an active account.

The Federal Trade Commission has more tips to protect you.

Federal Trade Commission - Deter Detect Defend

Federal Trade Commission ID Theft Complaint Input Form