programs as difficult to remove as this one and much more malicious can be hidden as secret executables attached to innocent files, movies or joke progs sent by email.
A cracker group called Cult of the Dead Cow wrote a prog called BackOrifice which enables trojans and keyloggers.. basically any executable, to be blended with an innocous file.. send it out to your mates or enemies as a joke file and lo & behold you can access their computers remotely, stealth desk, keylog or root command anything you like basically.
Theres lots of similar progs out there.. just be very careful what you open in an email, if you arent 100% sure of its original source