Unusual sign-in activity

I keep receiving the email below.  I have then validated my account several times and changed the password. However, I keep getting the same message.

When you say 'we required an extra security challenge' does that mean the hacker did not get into my account?  Or did they still get in after answering the security challenge??

Is there anything else I can do to stop this, e.g. can I put a temporary block on access to my account from the US?

Thanks,
Dave

Unusual sign-in activity

We detected something unusual about a recent sign-in to the Microsoft account da*****@hotmail.com. To help keep you safe, we required an extra security challenge.
Sign-in details:
Country/region: United States
IP address: 107.6.95.12
Date: 3/15/2014 7:54 PM (EST)
If this was you, then you can safely ignore this email.
If you're not sure this was you, a malicious user might have your password. Please review your recent activity and we'll help you take corrective action.