yes... there are several backdoor programs that can be used by script kiddies to control your computer... Examples of these are netbus,sub7,back orifice. Basically what happens is that once you click on an infected file, that file installs a client portion onto your pc...
from there you can do lots of stuff including key logging, copying of passwords, open cd rom, change wall paper, change registry settings, etc... basically full control of the pc..
One of the ways to kill off these stuff is to run a firewall and block all ports and only leave a handful open.... if the program can't talk to the hacker, the hacker can't control your pc... and please DON'T click on any unknown files....
p.s. use of netbus, sub7, back orifice for malicious purposes is illegal. As far as i know TM Net and JAring have installed programs to detect them.
In the End, we will remember not the words of our enemies, but the silence of our friends.
--Martin Luther King