There are different ways of protection against Trojan Horses:
This works similar to virus infections. Since Trojan Horses have to sneak their way in, they often are sent as attachments in emails. To check every attachment in an email, a functionally Trojan scanning software, able to detect the most common Trojan Horses, is essential. Meanwhile even Antivirus tools are able to detect Trojan infections. But you should prefer the use of a Trojan specialized software in order to get the best results, since they act as scanner and memory-surveillance in one.
Another way to hunt down Trojans is the surveillance of system programs. There are a few tools, which show the user everything that is happening in the background, while working on the computer or surfing the internet. For instance it is possible to check if any data is being sent without starting any programs or working on the computer at all. Or if any programs get started, which never have been installed by the user or shouldn't start automatically at all.
3. No download or start of files with unknown origin
Under no circumstances should files from unknown sources be downloaded or started. If a file gets executed, the server file installs itself within seconds without the user sensing anything. The only thing unusual would be a short rattling sound from the harddisk and that's it. Smart versions of Trojans often activate an error message to make it look like the program could not run on the system.
When getting emails, which include attachments from friends, the source of the files should be questioned. If it is an executable file (file extension .exe), the website from where the file was downloaded should be searched to check the original file on the website for Trojan Horse infections.
4. Dangerous hyperlinks
Some links may lead to websites, which immediately start a download process without the user being asked. The downloaded file should be checked for Trojans instantly. This kind of downloads should not be installed, because most likely they are virus or Trojan Horse infected.
5. Installing a firewall
A firewall reduces the risks of undesirably access from outside, by defining a small network-segment, on which access is being released and which is being controlled. Most of the time this would be a second computer, separating the internal network from the internet to protect it from forbidden access. The firewall determines which type of data is allowed to pass either way, in or out. It is very important to setup the firewall properly, since a badly configured firewall would have the same effect like a high-security-lock on a door, standing wide open.