How is it done then?
Biggest troyan threat is from keyloggers specialy made for getting your login data from your PC. In one of my previous WoW guilds, one of our officers who is pretty much one of the most paranoid people about computer security, got stolen his account with such troyan... 3 or 4 days after he lost his account his antivirus found the troyan who were the reason... AV software is always few days outdated, something new pops up and you can loose everything...
If it happens when you are on vaccation, you are pretty much ****ed and long time without the stuff you paid for... Happened to my close friend who was 4 weeks in Italy, and when he came back he had to wait almost another 6 weeks to get it back, because he found that his account got hijacked after he came back...
I got stolen my CD-key from Counterstrike (Retail version), they told me to buy new copy, because my purchase ticket was nonreadable after scannig... I never have told anyone my CD-Key...