While I have read there are ways around...
I recommend that you get a littlesnitch. littlesnitch will track your Web traffic and tell you which applications are sending data from your computer. Be sure to run it awhile because it will trigger a number of alerts. In trail mode, it will run for three hours per boot for a about a month.
http://www.obdev.at/products/littlesnitch/index.html
Make a full backup of your machine. Should you ever get hacked, you can restore your machine from the backup.
I suggest you get an external firewire harddrive and clone your startup disk.
Carbon Copy Cloner will copy your startup drive to an external firewire drive. You can boot from the external drive to verify that you have a good clone. When you upgrade your existing startup drive, you can at any time boot from your external drive and go back to your existing system.
http://www.bombich.com/software/ccc.html
SuperDuper is the wildly acclaimed program that makes recovery painless, because it makes creating a fully bootable backup painless. Its incredibly clear, friendly interface is understandable, easy to use, and SuperDuper's built-in scheduler makes it trivial to back up automatically. And it runs beautifully on both Intel and Power PC Macs!