This morning I read this article in the LA Times -FBI charges O.C. man in 'sextortion' case.
In summary a man was arrested for hacking into women's computers and finding compromising images that they had stored and threatened to send it to their families unless they paid.
According to the article
"The complaint was filed after a two-year investigation by the FBI's cyber squad and alleges that Mijangos, 31, used software to hack into computers and extract data he would later use to threaten his victims. The software gave him access to all the files, pictures and videos on an infected computer. It also allowed him to remotely access any web camera and microphone attached to an infected computer to watch and listen to unknowing victims, according to the criminal complaint."
While it is easy to say just don't keep compromising images on your computer, if the computer was in a bedroom this gave him access to what was going on.
Of course he had also had access to any financial or personal information stored on the computers.
My advice would be to use your virus and anti-spyware software, keep them up to date. Don't store images you would not show the world. I keep my financial records on a USB device which I unplug when I am not using it. None of this is perfect. You just have to be cautious.