Hi
Very hard to say without full details, I have been reading here
http://www.diigo.net/about/domain and they do not really say what happened.
It looks like someone gained access (via Telephone) and then tried to transfer the domain name out, but changed the DNS Servers beforehand? Since DNS Servers are locked during transfer this may of been where the issue came from.
Sounds like a 'Social Engineering' case, but at OVH the transfer can only be done via the Manager and not via Telephone, So if you want to be sure, strong password and even IP Address restriction