All I know is what you've already done. I recently had a similar event but to a smaller degree, someone grabbed my cc numbers and name and address and such and made a bunch of online purchases. Simply cancelled the card, went over on the phone what was and wasn't mine, and had it all reversed. They took it from there.

You'll see some forms in the mail, one of the checkboxes will be "never applied for the card". You sign and date it and return it, and it should be fine.

THe credit report links are a good idea though, I imagine that's the only thing that will cause any grief, being the middleman between corporations that should be talking to each other but won't.