What is a Trojan and how to protect you against them: There are many ways to protect yourself against the threats of a Trojan. The main one is to get updated anti-virus software to scan the files that you download. A good anti-virus package will disable most threats but sometimes there will not be an update to the software, you will have to update the anti-virus yourself to keep current with the threats today, that are out there.
I also recommend that you scan your computer weekly to prevent accidently infecting your computer with such software. This will help to protect you, if you use your computer for online banking and many other things such as online shopping.