Let me help you as good as I can.
Please do the following first.
1. Login to your steam community
https://steamcommunity.com/
2. Click on "inventory" in the right column
3. Click on "view inventory history" in the top right corner.
Do you have a name there? Can you see where your items went?
Then you contact steam support.
This requires you to have a steam-support account, it's not the same as you log in to steam with.
If you don't have one, make one here:
https://support.steampowered.com/register
If you already have one or you just made one, then you write a ticket about this problem.
Whatever you do, don't tell them you downloaded something or anything hacking related.
Make a new ticket here:
https://support.steampowered.com/newticket.php
In this ticket you should write something along the lines or similar to (Don't just copy it..):
"
Hi, my name is [name] and someone has stolen all my steam inventory items!
I don't know how it happened, I would like some help retrieving my items."
There's really no point being angry at them, it wont help your case.
If you did have a trade history where your items ended up, as I told you earlier, provide that information as well.
The more information you provide the faster and easier it will be for you to get your stuff back.
I repeat, do
NOT tell them you downloaded a hack or any other file in which you intended to hack and or cheat with.
They should help you get your items back providing you give them enough information and proof that it's actually your account and so forth.
Once you've filed a ticked you will have to wait until they respond, keep a close eye on it lest they close your ticket and you will have to wait longer after you've reopened it.
After that you should make sure to do the following things to your account.
1. Change your steam password.
2. Change your email password.
To make it more secure, don't have the same password on your mail account as your steam.
Tips
A strong password:
has at least 15 characters
has uppercase letters
has lowercase letters
has numbers
has symbols, such as ` ! " ? $ ? % ^ & * ( ) _ - + = { [ } ] : ; @ ' ~ # | \ < , > . ? /
is not like your previous passwords
is not your name
is not your login
is not your friend’s name
is not your family member’s name
is not a dictionary word
is not a common name
is not a keyboard pattern, such as qwerty, asdfghjkl, or 12345678.
3. Enable steam guard if you haven't already.
https://support.steampowered.com/kb_...4020-ALZM-5519
Additional measures of safety:
1. Make sure you have a good and working antivirus!
I strongly recommend
ESET NOD32, of course, this isn't free.
But as a token of good will, I will provide you with a key if you can't get one on your own.
Keys
Username/Password
EAV-0094786442/4bvx2224uv
EAV-0097119292/82h3kdr2up
EAV-0107583681/axshhrftus
EAV-0100784162/v54e964r39
EAV-0104992949/txvdpfcj55
EAV-0106406588/3bp5vxubrn
EAV-0094786442/4bvx2224uv
Download a trial, install and then enter a serial you found or a serial I have provided.
Make sure it's updated.
2. Get a firewall.
Personally I like
Comodo Firewall.
It's free and it works wonders.