I'm not an expert on these things but they must have put spyware on your computer so that they can get into your computer and see what you are doing. Get
Spybot- S&D to scan for Spyware. Get
Ad-Aware SE to scan for adware if you don't already. I'm guessing that you have an anti-virus program, but if you don't, you need to get one now.
AVG Free is a popular one. Make sure that you have your Windows Firewall turned on.
That's about all I know, hope it helps.