Are you talking about your computer at home? Are you talking about someone in your household using your computer without permission? Here are a few things you can do:
(1) Do you have a wireless network at home? If so, the first thing you need to do is to setup the security on your router. VERY IMPORTANT!
(2) Run a full virus scan of your computer. Viruses could be the culprit behind this problem. Use the virus program you already have, and also download "Malwarebytes' Anti-Malware (Free Edition)" to run a second scan. This will pick up anthing that the other may have missed. It doesn't have real-time protection (i.e., will not be running in the background), so don't worry about interference with your current virus program. Make sure to update it before running a system scan. This will most likely solve the issue. If you are looking for a good, free virus program, download "Microsoft Security Essentials". This could be your main one, and MBAM could be your secondary. If you want to purchase a virus program, I recommend "Eset Nod32 Antivirus 4". "Eset Smart Security 4" is their internet security suite. VERY IMPORTANT!
(3) You should also disable "remote assistance". To do this (In Windows 7): Right-click on "Computer" on the desktop and click on "Properties". Click on "Remote settings". Make sure, "Allow Remote Assistance connections to this computer" is not checked. Under "Remote Desktop", click on "Don't allow connections to this computer". Now, click "OK". It's very similar in Windows Vista and XP.
(4) Personally, I would format my computer to get rid of any viruses that has been installed on your computer to start with a clean slate. If you decide to do this, make sure to backup all your documents, pictures, music and videos onto an external HDD or USB stick. I would run a full system scan before backing them up, because you don't want to transfer anything over to your external HDD. Once you have formatted your computer, make sure to do step 3, and install a virus or internet security program.
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Since it's family and friends, I guess you could rule that out. Never the less, I think it's best to setup a password for your account. You can allow your friends to use a "Guest" account. Anyways, I would say virus is the culprit.