Once the user runs the program, it installs itself silently into the system, waiting for commands from the hacker. The effect on the poor victim is amazing. For no apparent reason, their mouse starts moving, key strokes start typing themselves, and CD-ROM trays open and close. The computer seems to have been infected by demons. There are many such Trojan packages available on the web.
Users scare easily.
Most users are already afraid of their machines because they can't seem to master all the complexities. Compounded with this is the apparent ease in which the hacker invaded their machine. In reality, there are only a few ways hackers break into PCs, and only a few steps users need to be aware of to defend themselves. The public doesn't know how the hacks are done, and imagines all sorts of things. It is much simpler than that.