Take their credit monitoring. And yea, freeze your credit on the big three. That day has come, IT security is fucked, and will be for quite aome time. Also get some identity theft insurance. Check your renters or your home owners....often already included. If not add it or look at lifelock or someone like that.
It isnt so much that you will loose money, its that your life will be hell for years if you get hit with an identity theft. Total unimaginable hell.