This is true. It is mainly called malware (or spyware). This is mostly used to retrieve credit card numbers, passwords, and other important data.
If your anti-virus programs are up to date it may be able to detect most of these. Sometimes Norton misses many of these problems and can be a pain to remove the program itself. If you wish, try AVG Free (check source for link) or Google "Avast". Make sure you select the free version & not a trial (buy it if you can afford it). Also, install Spybot - Search & Destroy, and possible AdAware (free edition). Link to Spybot is in Sources.
Just make sure your computer is up to date at all times. And if you do get the host ip address & some other details, report it immediately to police (if they are not being lazy...)