In the IT world a trojan horse is a file wich looks like for instance an MP3 file but is actually malicious. When you open the file you install the malware. So actually you do all the work and install the file by yourself by running an .exe file wich looks like an MP3 file.
Most of the time this is done with some great social engineering tricks but also torrent sites a crowded with trojans.
So how do we protect ourselves? Well it is quite simple in theory but in practise it seems a lot more difficult:
- Don't open any attachements in your email from unknown senders (this is one of the most made mistake)
- Scan every file you download from a site or friend you are not familiair with. Just right click and press scan.(scanning all files is always better but users tend to be lazy)
If you ever find your computer has been infected with a Trojan, you should disconnect your Internet connection and remove the files in question with an antivirus program or by reinstalling your operating system.
for some more read I recommend this article.
Quick side note: I used MP3 as an example, in e-mails it is most of the time a PDF for example but it can embed itself in anything