This thing that Edward has happens to me alot as well, It's particually with the Mods you download, So really their can't be any Hackers on this forum, It might be because you're using Internet Explorer, It's not that safe, so get FireFox like Chris Said, it's much safer with that than IE.
But if you don't want to, I suggest using Sygate Personal Firewall., I use it and it's really good.