As shipped, some older versions of Windows NT had a guest account that was easily used by outsiders. Newer versions of NT have their guest account closed as shipped from Microsoft. Anyway, you should check out your guest account and disable it as much as possible.

Some people remove the guest account from their system, but unfortunately, Microsoft ship some product that relies upon the usage of that account. For example, if you use Microsoft Internet Studio in combination with Microsoft SQL or Microsoft Access running on another computer than the one running Internet Studio.