I came in yesterday evening from the bar and opened a letter from the fraud department of HBOS. It basically said that there had been unusual spending on my card and they'd like to talk with me to discuss...
Having talked with them, it turned out that they had spotted that I'd recently bought a new large format printer. I picked the supplier from the numerous online stores, I'd heard of them but never actually purchased anything from them.
Low and behold, the bank spotted the 'unusual' transaction and took the initiative to contact me to make sure everything was OK! Apparently the fraudsters like to buy this kind of computer related stuff using stolen card details... this retailer was one of their favourites.
So a big thank you to HBOS for their excellent, proactive service. I'm really chuffed that they're watching out for this.