Right now, there is only one piece of malware that can be used to turn a Mac into a zombie or bot. It's called OSX.iservice and it can't be installed on a Mac automatically; it must be installed by the owner of the Mac, who must type in an administrator password in order to be infected.
OSX.iservice is not widespread; it has infected only a small handful of computers. It was spread disguised as phony pirate copies of iWork or Adobe Photoshop CS4 on some P2P networks; people believed they were getting bootleg software for free but ended up instead infecting themselves.
OSX.iservice installs a program on an infected computer that allows hackers to control the infected computer remotely; they can see and copy files, instruct the computer to send mail or connect to other sites, and so on. (That's what a botnet is--a network of computers that can secretly be controlled by hackers via remote control. A lot of the world's spam and nearly all denial-of-service hacking attacks are made from botnets.)
Having a program like Little Snitch running will indeed notify you that this malware is running, and if you configure it to block outbound and inbound connections, it will prevent you from having your computer hijacked by the malware writers. So will running a router on your home network; if you're connected to the net through a router, the router-'s built-in firewall will prevent you from having your computer taking over. A better way to safeguard yourself, of course, is not to try to steal software.