An outsider execute a process on your computer should set you an alarm as the hacker might be just gaining access to your computer and files or anything else. Remote Process are of various nature they can be Telnet, Remote Desktop or just a process running in background. So if you do detect a remote process you need to understand if it is known to you, if not this is where you can get concerned.
Remote Access Monitor is one such program which alerts you about any remote process or connection made to your computer. It lists all such process with user name. In case you are suspicious you can take an action. The only drawback of this program is that it does not have any option to kill the remote process right from the user interface. You will have to do it manually by using task manager.