What should be my next step if I'm diagnosed with atypical ductal hyperplasia?

Chemoprevention. There is an increased risk of developing breast cancer associated with a tissue diagnosis of atypical ductal hyperplasia. This risk can be reduced by taking exists or tamoxifen. Please go and consult with a medical oncologist with an interest in breast cancer to discuss the risk and benefits of chemoprevention.
Determine risks. If your lump has been entirely removed, you have time to consider your options. I would consider seeing an oncologist (doctor who specializes in cancer) who can determine your risks of developing cancer using the gail risk assessment scale. You might qualify for a clinical study of preventative treatments; at the very least you need to have close follow up for the rest of your life.
See a breast surgeon. Atypical ductal hyperplasia (ADH (vasopressin)) can only be diagnosed by breast biopsy, and is often an incidental finding. This is not a pre-cancerous condition, however women with ADH (vasopressin) have a 2-4 fold increased lifetime risk of developing breast cancer. This warrants close surveillance, yearly mammograms, and consideration of "chemoprevention" by taking tamoxifen for 5 years.