First, how do you know for a fact that the EIN has been compromised? I ask for facts, because usually what has happened when someone claims this, is that another business owner simply made a typo with their own EIN, and it just "happens" to be yours. Have you filed a police report yet? Do you have a copy of that report? (You will need it if the IRS audits you or your business.)
Basically, you can't get a "replacement" EIN. It doesn't work that way. You have to report the business as closed, file a final return for that business and then start a new business with a new EIN. Understand that this is an "on paper" thing and does not mean that you have to "actually" physically close the business.