It would help to know what program it is you're talking about.
A few things to keep in mind:
-The first rule of security is that if someone gains (physical) access to you machine, it's pretty much hacked. That means it ain't hard for someone to get you're stuff if they have access to actually sit down at your machine.
-XP is pretty secure as far as remote access goes. Obviously, if you are on a broadband connection, you want some kind of firewall, whether it be in the form of a router, physical firewall, or software firewall (check out
www.zonealarm.com).
-If you're paranoid, turn off any services you don't need, and make sure remote access (desktop assistance or whatever they call it) is disabled if you're not accessing your machine from a remote location.