One of the main threat is stealing of Financial Information like, Online Bank account details, credit and debit card information etc. This is done mostly by hackers injecting malware codes on vulnerable websites, which in turn downloads Trojans and back doors which runs malicious tools like key loggers. Key loggers records every keystrokes and send them to the attacker.
Trojans and Backdoor are bad-wares which send/receive data through a port to another system. This port could be usual ports or out of regular pots like 7777. The Trojans are most of the time defaced and is being depicted as a harmless application to encourage the user to execute them. When executed it sends or receive data with another attacker system.
Some Trojans maybe combined with other applications which may be flash cards, flash games, or even antivirus. Thus there will be a combination of two applications where one will be the harmless one and the other will be the Trojan file.