First of all, be happy, at least you got a warning.
Secondly, I hope you saved your logs, just in case.
As I mentioned in some of my earlier post, with Opera you can endlessly try to guess the password without being kicked. If your pwd was weak, its easy to find out indeed.
I dont know the exact details of the authentication in HFS, but as long as the datatransfer isnt ssl, networktraffic can be sniffed, intercepted and the hash decrypted. So you should not try to hide your top secret stuff on your server or share your system files and give acces to your SAM files.
But legally, even with a weak protection, the intruder is breaking the law... and sometimes it can be useful to have a weak protection; like Guest:Guest.
Just my 2cents.
Edit: And running a server requires some basic protections. Send him to Guest:Guest@hfstest.ath.cx im curious
And some questions:
What kind of username:passwords did you use?
Did you use them also to access other websites?
Where exactly was the message placed?
Did you give access to your hfs.ini or hfs.vfs files?
Could you been trojanned and keylogged?