Screwd, Dalek will help with his link on the 'ms backdoor' accounts -
On the other stuff, sorry, I don't give lessons - however there are several methods I'll describe in general:
Remote desktop, vpn (via sniffing/cracking), trojan (backorifice used to work wonderfully for this), social engineering, etc. A careful user can avoid these methods though by tightening his security and paying attention to who's asking what questions when. A more careful user will become educated into the areas of what port normally handles what functions on one's machine - I've seen boxes accessed through email listening ports, ftp listening ports, in addition to tcp/ip listening ports, all depending on what a malicious attacker would wish to accomplish.
As to why someone would want to do this, there's several things - I direct you to the 'what do hackers want' thread on this forum, and give you a few off the top of my head (In addition to those previously mentioned):
Because they can and you said they can't (a challenge).
Because they have a reason to mess with you (you pissed 'em off).
Because they want your machine for a zombie network (they need your resources).
Because they want your money, credit, etc (yep, there's that ID theft again previously mentioned in this thread).
Because they want to frame you for a crime (plant the unsavory illegal pron on the box, call the cops anonymously) (who knows? did you REALLY torque 'em off? Steal a girlfriend? Dump their sister?)
Not really sure what you're trying to accomplish here so I'm staying as non-technical as possible. If you're just an average user who wants to know his percentages of being hacked, well, they're bloody low if you're careful which sites you surf and where you download programs. If you've actively proclaimed you're better than someone, or your system is uncrackable, or even if you sneezed on the wrong person at just the wrong time, those odds increase dramatically, but still remain low if you're careful.
Did I stress be careful enough? I'll say it again. Be Careful and ya won't get hit. In fact they'll never notice you or consider you not worthy of their time and effort, or risk of incarceration if they're caught at it.
Now if you're worried about Spyware on your box, or all that spam you're getting...that's a whole different set of stripes on the zebra, and can be discussed in an entirely different post.
