Security issues on all Windows O/S

Can anyone help me out with security issue problems? We have reason to believe that our Windows NT Workstations, NT Servers, Windows 95/98 and HP-UNIX systems have been compromised. We have no intrusion detection or key logging detection or any sortof security software installed on any machines. What I want to check is whether any files have been copied, deleted or modified. Are there any features in the above operating systems to check for these actions? Is it possible to do that and if so how do I go about doing it? Also can anyone recommend software that will detect these actions or any good security software that in the future will monitor these activities?