A new technology could let a Trojan horse disguise itself as Internet Explorer and let hackers steal data from your PC by fooling firewalls into thinking it’s a trusted Microsoft application. The program launches an invisible window in Internet Explorer to connect stealthily to a Web server through an anonymous proxy site.
The Trojan horse exploits a standard feature in Internet Explorer that lets invisible browser windows open and connect to the Internet. The only way to block this Trojan is to configure a firewall (such as Zone Alarm) to deny access to the Anonymizer proxy site. But it will not stop variations of the same Trojan using a different proxy. [Source PCWorld]