If someone who is connected your network (such as if you share a house with others, and share the one internet connection, if you have Windows 7, ensure your Network Type is set to Public. (See http://windows.microsoft.com/en-US/windows7/Choosing-a-network-location)
Also ensure when you type in usernames and passwords on websites, make sure you are browsing with HTTPS and SSL enabled (See https://www.facebook.com/help/?faq=206798676025886).
To enable SSL and HTTPS on Facebook and Gmail, please see http://www.jackcola.org/blog/137-how-to-protect-yourself-online-while-using-facebook-gmail-and-other-websites.
I would also recommend changing your passwords for all your online accounts as well.