A Trojan Horse is named after the fabled ploy in Homers great literary work. The idea is that you put up a program or binary that sounds great, and get other people to download it and run it as root. Then, you can compromise their system while they are not paying attention. You should take care of what programs you install on your machine. Other distributions have similar methods.
Few attackers are willing to release source code to public scrutiny.
Although it can be complex, make sure you are getting the source for some program from it's real distribution site. If the program is going to run as root make sure either you or someone you trust has looked over the source and verified it.