You can contact your credit bureau and report the theft; they can set up an alert that will detect activity. If you believe your credit card or bank information has been compromised, contact the issuer or bank and cancel the account. Also remember to continually monitor your credit report and banking statements for any unusual activity. CIFAS, the UK's Fraud Prevention Service, has many useful links for people who have been the victim of identity theft on its Web site. See, How can I prevent identity theft?