First you have to go to Police and report it stolen.You would get reference number.
Second,get new passport from Albanian embassy.
Now third is rather complicated.A s far as I know there is now transfer of the visas from old to new passport in EU law.You`d have to reapply again.
Include any Home Office reference number,police reference and all the documents that you originaly sent to Home Office.
I am almost certain this is the case but you could always check with EU division.

 

Transfer Of Conditions

Transfer of conditions is not a concept in European law. If you have obtained a new passport and wish to have confirmation of your status endorsed in your new passport you will have to make a fresh application submitting evidence confirming that you still qualify for the confirmation that you seek.



http://www.ind.homeoffice.gov.uk/applyi ... unationals

At the bottom of this page is confirmation of what I said in previous post!