At work—follow local security policy procedures, but in the absence of procedures, immediately STOP what you’re doing and contact technical support. If sensitive information is being revealed disconnect the PC from the network, but do not turn if off as critical forensic information may be lost, then contact technical support.
At home—should you find your home PC being controlled remotely, remove it from the network. In this instance the safest course of action is to reload your PC; the reason for this drastic action is because bad guys normally do a good job of hiding back doors. However, if you would rather not do this you can try to locate and remove the files that are permitting the bad guy by follow the procedures here; provided by broadbandreports.com, these instructions provide an excellent step-by-step process for evaluating your PC and in the event something is found, it will provide a process for cleaning your PC (be aware that not all malicious software can be removed, in which case the only course of action is to reload your PC).