Someone is telling me that during downloading files from my computer ( supposedly in P2P program ), he used Ethereal to capture the incoming data. Can someone answer please, if it's actually possible to use

two of these programs at the same time, or should I assume that he used only Ethereal to hack in my computer ( because it's impossible to use two of these programs at the same time ) ? The answer is extremely important to me. Can someone help please? 

Thank you,

Mona