I used to think the best way to protect a computer hosting sensitive data was by not connecting it to any network, a process known as air gapping. Ah, the good old days.
WikiLeaks recently revealed that when a computer with the sensitive data is running Windows, even air gapped protection is insufficient. The CIA, using a software system codenamed Brutal Kangaroo, first infects a Windows computer connected to the internet, then infects any USB flash drive (a.k.a. thumb drive) plugged into that computer in the hope that the flash drive will eventually be plugged into the air-gap protected machines.
Source: Computerworld.com | Security