Anybody can be hacked !!! Even big name IT companies with all their security infrastructures and policies are not immune and have been hacked more than a couple of times.
Security is directly proportional to the importance of data it secures. Themore critical your data the more expensive and tedious security will be.
No matter how secure you think your data is, if your not a hacker, chances are, you are not secure. There are lots of commercial software that has bugs and glitches that opens com ports and there are hacking tools that could mask as a legit program and wreck havoc on your pc. The methods are very diverse and many, and each have its own sets of countermeasures.
All the ways they could do it? Let me count the ways ... as long as there are new softwares and as long as data is considered important, there would be new ways and methods, and also countermeasures.
If you use ur PC for personal use, Zonealarm pro is indeed best for its worth, but u should take precaution to scramble ur data with an encryption mechanism for added security, a good one is scramdisk (free). If u have important data, store it in a removable HD and always power down ur PC when not in use (some DDoS programs use this unattended PC's fortheir attacks).
For a very detailed discussion on hacking and countermeasures email me.