sounds like an idle threat from some sicko sadistic who likes to play headgames with people, however, to be sure, you could start out by travelling over to the hijackthis section, and having those guys run through a log.
that would tell you alot, and you could move on to other steps.
Yeah, it does sound like an idle threat from some idiot trying to play off of other people's (for lack of a better term) "ignorance". I also agree with WaltSide in that you should let the guys on the HijackThis forum inspect your computer for any signs of infection.
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