A Trojan Horse is something that appears harmless at first, but once you have let it inside your city (or your PC in this case) it turns out to be deadly. The term comes from a wooden horse that was full of soldiers. It was meant to resemble a gift, but once let inside the city walls the soldiers burst out and started a battle. In PC terms, a Trojan Horse can be an email attachment that appears to be fun (a screensaver or document) but when you run it, it does something malicious like wiping your hard drive, or allowing a hacker remote access to your PC.