I got this after moving and also once totally at random. I know that it means you got hacked, just have to change the password and find out I'm afraid. A friend did have all his gear taken unfortunately, so it's possible.
You recieve that message whenever someone tries to log in from a new location. If you move accross town expect to get one, its normal just authorize and your good to go. If you recieved this message and you either havent tried to log in change your PW ASAP as chances are high someone got your account info and tried to log in. On the bright side as long as you dont authorize the location for them they cant get into your account.
You can get it on ocasion from your normal logon location particularly if your IP address rotates periodicly. If your login is blocked asking you to autorize go ahead and check your email and otherize the most recent login.