Kimberly, make sure that it is from AOL. Ebay, Paypal, etc. Identity theives get you to change things, but in reality, they are getting your passwords. I have these fraud things come up and i delete them immediately.
Sounds like that is what is happening to you. You may want to consider going on each site and resetting your passwords on the sites that you go to, not the one the new emails direct you to go to. They look legit, but often are not. Better safe than sorry, I think.