Have I replied to scam hotmail message and been hacked? What can I do!

Hi, I really need help please. I received a really genuine looking email from hotmail today asking me to click and confirm password to 'upgrade and secure' my account. It said 'last warning' so i thought it was something I had to do.  Since then I have been thinking that I might have been hacked and I don't know what to do. I have just changed my email password but it was hours ago when I answered the email. I am totally naive about these things and worried now. Is there anyone I can forward the 'spoof?' email to pls. Can I contact windows hoymail customer services about this?