If wrong forum please move

I have a Gateway program (written in Java by some company) which allows me to login to a business sever(not mine nor in anyway controlled by me).
Once logged in I receive data from this server into a VB Classic program (mine).
I can monitor the transmission between my program and the server using Wireshark, but the transmission is encrypted.
Since my program resides in one directory and the gateway in another directory, is there anyway to:"

1) Actually secure my system (client) from the server (e,g, client side cursor, or browsing my directories, or downloading info from my system) ??
2) Identify when or if any of these actions may (are) occurring?