By their very nature trojan horses are difficult to find. Unlike viruses they won't corrupt files or delete things you might notice, they do their best to stay out of sight and avoid detection. That said, they are pieces of software and no software can run on any computer without leaving some trace of it's existance. Below I'll cover three basic tools that will uncover the presence of the majority of trojan horses.

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http://www.nohack.net/detection.htm