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So you got an email like the one below, alerting you that an app has access to your account. You might be wondering, "was my email hacked?" Probably not. It's more likely that you allowed access to a third-party app to share something meaningful with your contacts. What's a third-party app? A third-party app is an application that connects with another service to provide enhanced features.
Link: How to Secure your Microsoft Account
via http://www.cloudsponge.com