I'm about to work with a company on a development project, but they first need to set up a pretty complicated environment, and suggested they use VPN to work on my machine to do this. Should I be concerned that somebody can just watch me work? It would be embarrassing, if somebody could witness my work habits (e.g. Asking questions on SO and researching all day is part of my daily work regiment, and makes me feel like a noob, but it keeps me sharp. I also listen to conspiracy videos all day, and RadioLab podcasts, :). Is VPN going to introduce this possibility, and if so, is there a way around it?

EDIT: Also, is there a way I can always tell when somebody is VPNed into my computer?