You can't catch a hacker if your system can't protect itself. You should only connect to the internet AFTER you are certain that your system is fully defended from hacking.
Do you have a firewall in your Operating System?
Is it functioning before you connect to the internet?
Do you have anti-malware?
Is it functioning before you connect to the internet?
Have you performed a SAFE MODE scan for malware BEFORE you connect to the internet?
Do you have a NAT router?
Is the router connected between the modem and the system?
Have you changed the password in the router BEFORE you connect the modem to the internet?
If you are uncertain about any of these terms, please use google to look them up.