Trojans are basically a two part program. One is on your system, one is on the hacker's system. The one on yours, phones home so to speak and awaits instructions from the hacker's program. Now these are usually used in two ways. One is to use the trojan on the users system to attack other sites with DOS packets. The other is to snoop the users system for info.
The anti-virus most likely can't find it due to the trojan using common windows names and extensions. What anit-virus are you using? I got hit with Sub7 months ago and my Inocculate-IT was able to locate and quarantine it. Luckily for me, I'm behind a physical firewall and it was harmless, so we got to play with it a bit. Sub7 is one nasty sonofabitch. It records keystrokes, instant message conversations, hell about the only thing it can't do is tell where you go when you get up from the desk, unless you have a cam hooked up. My peeps are in traffic right now, but I'll get you hooked up with my network engineer via e-mail tonight and we'll see if we can't get that system cleaned out for you. Just hang tight and stay off the infected system.
Peace,
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