Yep looks like a trojan for sure. A poorly configured firewall is useless if you aren't careful with emails that have an executable file attached, use P2P softwares to download executables, use ftp to get executables or let malicious people access your computer without supervising them... These are all ways to ge t a trojan installed on your computer.

You should install a good antivirus and a trojan scanner A.S.A.P.