Back Orifice? Using a trojan is an easy way to do it. Not sure why they would just close a window though. Rebooting and opening the CDROM drawer repeatedly is much more 'spooky' ;)
If someone brought in a program from home, that would defeat a firewall, and if your AV doesn't fire up for every executable but is scheduled to run at certain times it's possible to have a trojan, just not likely.
Check your pc. It occured in my office. The systems bods had left the default password for win2000 admin. some how this got found out. "they" installed a remote interface. When the person was trying to remove the feature after being warned by a virus console and was looking for the cure on the web "they" shut down the PC. She had to re install the lot to be secure as "they" had full admin access. All her passwords, the lot, to be safe.
I spoke to a mate yesterday and the same thing happened to him.
I wouldnt be as bothered if i thought it is a random person behind this but if it is someone messing around with my system from afar, then im 99% sure that its a multinational thats responsible, not an individual. DOH! :(