Well, there's rootkits
Which is a nefarious way of taking control of someone else's computer. Doesn't mean legitimate entities won't try slipping one onto your computer, as Sony did a few years ago. Got right and properly blasted for it too.
By less evil means...well, anytime you install software you're taking a leap of faith. As I'm sure you know, initiating network communications is relatively simple from a programming angle, but if *I* wrote something to do it, you'd be able to find out it was happening if you wanted to. Trouble is, most Bad Guys out there are a lot smarter than I am.