Sure, it's easy. Provided there is a hole in the security. Why do you think games are updated so often? Someone found a hole (usually it's just something simple like they can cause another players' computer to crash and reboot, or something like that) and the maintainers of the game patched it. Same deal with Windows, your security software, other software, etc.
I'm not an expert, but it's like fire: you need heat, fuel, and oxygen. Remove one and there is no fire. For them to hack your computer, there must be a security hole - first they need to get through your router's firewall. If it's a hole in the game, that's easy enough, as the port is already open for the game to use, so they just communicate with the game, and the traffic is allowed. Then the question becomes, what does the exploit allow the hacker to do? Download and execute malicious code? OK, now we have more issues: the user's security software should attempt to block that. Maybe the hacker has figured out a new way to bypass all known anti-virus definitions and heuristics? OK, now what? His virus has to get past the firewall (assuming he wants to steal your info and report back to him) - the game engine is allowed, yes, but not this new piece of code. So maybe he either tells the firewall to allow his program? Now you have to figure out how to get past the Windows UAC. Maybe he doesn't want your info, he just wants to wreck your system? OK, but now he needs access to system/program files and settings. UAC again.
Not to say that it isn't easy... that's just what you have to go through. Problem is, is when someone smart enough to do all of that releases their work in the form of a program or script, allowing punks to download their automated system for hacking users' systems. Until the next patch, anyways. And also, if you just search and aren't smart, many of the software 'tools' or hackers' 'kits' are actually viruses and trojans designed to hack the would-be hackers' computer!! Ha, ha, (because the punk will allow the UAC and disable anti-virus / firewall, not knowing that the threat being detected isn't just a gun pointed at his intended target, it is also pointed at him). People like this are called "script kiddies", basically meaning they don't know how to hack themselves, but are smart enough to use automated hacker tools, (and hopefully smart enough not to fall victim to the above traps, otherwise they become a script kitty at the local chinese joint
).
Anyways, I'm not even a script kiddie (never wanted to bad enough), so, this is all the info I know from just hanging around the internet. Keep your OS and programs up to date with the latest patches. Keep your Anti-virus up-to-date, and keep your firewall on except for any specific exceptions that you need.