This is why we set up auditing

If using Windows XP Pro ofcourse

Take a peak in Event Viewer/Security and look for any funky looking logon's or failed authentication

Windows Search really won't help in searching these files. Better off using the right tools.

Also hacking his computer to get information really won't help you in a legal case. Infact it could get you in a load of trouble.

Not to mention you probably lack the skills to do so

If you have any reason to think your system was compromised, you'll also want to take that info and use it to augment your security. Best thing to do anytime a system is compromised is to rebuild it. Next use spyware and anti-virus utilities to prevent trojans from sneaking in. Strap on a personal firewall and if possible set up a simple access list on your router. Ingress and Engress filtering will help you out as well as blocking any ports known for being exploited. Infact block any ports for crap you aren't gonna use. Clear out your cookie jar on occasion too. If you really wanna be hardcore then toss on some NTFS Permissions and Encryption.

Don't think of this as a personal attack, but a learning experiance. Your friend was successfully able to remotely access your computer. How did he do it? How can you protect yourself? Use this as an oppertunity to get a better understanding of your operating system and basic network security.
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"Remember how much fun you had shooting spitwads at the teacher in seventh grade? Imagine applying that kind of attitude to actually fucking with Mitsubishi!"
- Jello Biafra