Phishing sceme -- think I'm good?

So PayPal sent me a note:

"

Hello XXX,
We detected a login into your account from an unrecognised device ,
Operating System: WinXp
Browser: Firefox
Location: South Africa, 28, Pretoria, Le Cap, Bloemfontein (IP= 41.204.25.137)
Note: Location based on Internet Service Provider information.
If this was you, please disregard this email.
If this wasn't you, please click here to secure your account, as someone else may be accessing it.

Thanks,
The PayPal Security Team
Please note: PayPal will never request your login information via email.

"

Thinking this was real, I clicked on the link (first mistake). When I got to the website, it looked exactly like paypal. My email was already pre-loaded, but my password was not. I haven't used this account in a long while, and forgot the password. I know that I entered in the incorrect one for my paypal account. Instead of an error message, it sent me to a contact form.

I started filling out all the info (name/address/mom's maiden/SSN/etc.), but got a really bad feeling so I X'd out before clicking enter. I checked with Paypal and it was a "phish" attempt.

I have since changed all my pw's / run an anti-virus scam.. any computer nerd monkeys think I need to take more action?