strange.. how did these files get on your system ? and why ?
exe's (executable windows MIME type) will not run on linux.
maybe you are running a ftp / ssh server that was compromised and some script kiddy uploaded these tools without realisedinf he's found a linux box ??????
anyways.. if you are certain you are being spyed on, have a look at netstat, and make a note of any ip addresses yoou should not be connected to.
also, use rkhunter or chkrootkit to search for any installed root kits.