It's possible to probe your machine anytime you are on the internet. While most such attacks are the work of be-zitted male social misfits, some are done by pros who know to go for your accounting files, password files, etc.
You can defend
(Dual Pissery. One guy got a personal firewall
and the first attack came when he logged as Remote into his company,
which immediately probed his computer. He was furious and called
the help desk: "What right have YOU got to probe MY personal computer without
telling us in advance, etc...."
They were furious: "When YOU log into OUR system, we have a perfect right to... and we don't have to announce every security move we make....")
This was not the only attack he received; none of which he would ever have known about without....
Network ICE sells a personal firewall. I'm not advising you to get it, but I am advising you to ask around about these things and consider this or some other product.