Hm, first I've heard of routers being hacked. Do you just need a good password to protect the router?
I remember I used to have my IE homepage hijacked in Windows 98/ME. Even if it was reset, it would change again. That was a virus or some type of program which was causing it.
I haven't dealt with viruses or anything for quite some time while using OS X, but I recently dealt with what I guess would be a Trojan Horse. It was called "Vista Anti-Virus 2011", and it locked down a friend's computer so much that they couldn't even get on the internet. It would just popup and demand payment to remove the fake infections it found.