Not necessarily an intrusion. But try here:
http://securityadmin.info/faq.htm#hacked
http://securityadmin.info/faq.htm#harden
Make sure you have a firewall between you and the Internet and/or other
untrusted machines. There are even free and inexpensive firewalls out
there:
http://securityadmin.info/faq.htm#firewall
www.grisoft.com is free antivirus as well. Make sure your antivirus
automatically downloads updates every week or so.
You might also right-click on my computer, select Manage, and look at Shared
Folders, Sessions and also Local Users, Users under System Tools to see if
anything unusual is there. You might also have been able to see signs of
some sorts of intrusions in your Event Viewer / Windows event logs, but many
of the most useful events here are only seen if you enabled windows auditing
before the intrusion occurred:
http://securityadmin.info/faq.htm#auditing
If you have no firewall, one form of intrusion that might have been used
against you is Netbios Null Sessions. You can read about these and use the
free getacct tool to test your machine at
www.securityfriday.com