So, I have no experience here, but what sorts of problems can be caused by a compromised private RSA key? Is this even that big of a deal? I'm getting very little specific info on Google. :(
It depends on what the private key was used for.
I should also mention that RSA is only one of several key types, just the most common one; DSA or ECDSA keys are also used for the same purposes. See public-key cryptography for a general overview.