There are two types of tools for remote access -- software tools and hosted services. Software tools require the application to be installed on both the host and remote computers. These include Symantec Corp.'s pcAnywhere, the open-source RealVNC and Windows Remote Desktop.
Hosted services, on the other hand, are subscription-based. After registering the host computer, the user logs on to the service's Web site to access their host computer from any browser in any location. Since hosted services are Web-based, they don't require the installation of software on the remote computer. Hosted solutions include GoToMyPC and LogMeIn.
The whole point of these tools, whether they are software- or Web-based, is to provide complete system access from multiple locations. For security, hosted services use SSL, and software tools can use various authentication schemes to prevent unauthorized access.
Beyond that, the best advice is to use the same protection for your Windows files and shares as you would if you had physical access to the machine. Set rights and permissions locally on files to the levels you require, and permit access only to approved groups and individuals.