I found out what happened. This guy on my friends list wanted to be a complete jerk and sent me malware in the form of a screen saver. I thought I could trust him, but I guess not. The program was set up to preform certain tasks. Get my e-mail address and password off of STEAM. Delete certain files: INSTALLLOG.txt(?) and Steam.exe. Changes the e-mail address of account and password. This is the part I really don't understand. This makes me think it was partly a remote desktop operation. It opens up Firefox and types in "OwNed!". Sends me an alert message through Windows telling me "Thanks for the Steam account."
I went to Steam support and put in a ticket about the account hijack and they've yet to respond. It's been two working days and nothing yet. If they don't do anything about it soon, I might just have to just make a new account and rebuy all my products.