Anthem Hack: What You Need to Do to Protect Yourself

Data on as many as 80 million customers and employees may have been exposed.

The country's second largest health insurer said Wednesday that its computers were hacked and data including "names, birthdays, medical IDs/social security numbers, street addresses, email addresses and employment information, including income data," may have been exposed.

Siciliano said he recommends everyone -- not just those affected by the hack -- immediately ask the three nationwide credit bureaus to freeze their information so new lines of credit can not be opened unless a users thaws their credit.

A small fee may apply in some cases, however Siciliano said instituting a freeze is a vital layer of protection that gives consumers "complete control" over their credit.

William Pelgrin, CEO of Center for Internet Security, also underscored the importance of getting a credit freeze and advised consumers to be vigilant of their bank accounts -- even months after the hack when you may think you're safe.

"Check your bank, credit card and other account statements for any unusual activity," he said. "The criminals might not try to access your account for several months or more, attempting to avoid detection during the time of high profile attention to the breach."

For more information on how to get a credit freeze, check out this checklist from the Federal Trade Commission.