The previous entry reminded me of just how much trouble it is to protect machines now. Installing and updating a virus checker and patching the OS is no longer enough. Now there is spyware to consider. Most virus checkers will not catch this because it is not a virus. It is watching your surfing and directing ads your way. To prevent this download and run either Spybot Search and Destroy or Ad-aware. Both are free.
Another hack not detected by virus checkers is a rootkit. Rootkits can hide files and running processes, and in this way provide a backdoor to the machine. The book Exploiting Software : How to Break Code by Greg Hoglund and Gary McGraw provides a good introduction.