Computer Privacy.

Hello,
Can anyone tell me HOW I can find out if My Computer has been Hacked into? Is there a program
that I need to install onto my PC to find out? Or
can I find out by looking into my PC’S Memory?
I am Using Microsoft Windows 98. Also, How do
I Protect all of My files from Being Stolen off of my PC?
If ANYONE Knows the Answer PLEASE Help me with this!