Current commercial antivirus software could not guarantee much, because it is not easy to detect the Trojan program. In this thesis, we focus on the characteristics of the Trojan programs and try to realize their key techniques and the correlation between them and the operating system. The system weakness for invasion are analyzed and the finding can be used to design more secure operation system. After the data collection and analysis, we build a Trojan program on the basis of the regular characteristics and test it against both the commercial antivirus softwares and firewalls.