With RMAH opening the case of hacking will be even more

The Aunthenticator is just an additional protection but not 100% will prevent you from getting hack. I being hearing many cases where authenticator user become a victim also.

Make sure don't play public games with random people. Avoid adding random friends and only play with the friend you think is trustable and you know. Activating authenticator is a good idea too. It is better than nothing

First time see victim got hacked but actually smile