How Do I Prevent Unauthorized Access To My System?

From: Getting Really Pissed (anonymous_at_discussions.microsoft.com)
Date: 06/10/04 

Date: Wed, 9 Jun 2004 17:16:11 -0700

While going on line a few nights ago our msn messenger
icon in the lower right hand corner had indicated that we
already signed into msn messenger on another computer.
When seeing this message I knew that someone had gained
access to our system through msn messenger. In haste I
took the msn messenger programme and deleted it from my
system but I don't know if this action prevented any
further access to our system. In addition to this
incident we also been having proplems with other online
programs including outlook express, Kazaa download site,
windows media player(when on line). In the majorty of
cases these applications will close down for no reason
and the only thing that I can figure out is that who ever
has gained access to our system is still in opur system
and is screwing around. My question is how can I find out
if someone has gained access to my system and how do get
rid of them and pevent them from gaining access again