MacWorld has some tips on protecting your Mac, here's the first one:
1. Check Login and Startup Items: It’s easy to check your Login Items. Go to the Accounts system preferences panel and click the Login Items tab to see what’s listed. Here, you’ll find items that automatically run whenever you log in—or, if your Mac is set up to automatically log you in, whenever you start up the Mac (see “Check Behind the Scenes”). Don’t forget to look in /Library/StartupItems folder as well to see if anything’s configured to launch whenever the computer starts up, regardless of who logs in.