I recently terminated an employee about 6 weeks ago. We believe she entered our building about 2 weeks ago, and took some company financial data. We have recently received calls from our customers that she is faxing or in person giving them such company financial information, defaming our character, and trying to take our business away by advising them she is starting a competitive business. She has also signed a non-disclosure non compete agreement.
What could the charges be?

As for breaking into your business, that will be up to the police to determine the charges. Have you browsed through the information in LawInfo's Free Legal Resource Center to learn more about your issue yet? See: http://www.lawinfo.com/consumer.html and http://resources.lawinfo.com/en/index.html. You can certainly try to speak to a lawyer to determine what legal options may be available. In the meantime, you may be able to learn more on your own. Search the "Free Legal Resources" tab, or browse the Consumer Resources. Good luck.