I didn't install anything per se, but gained access to my colleague's machine remotely and would play very subtle audio messages in his headphones whilst he was listening to music. Was amusing to watch his facial expressions. I also messed with the volume every now and then and once went a bit crazy and he sussed it out.
As a consultant, I once did a two-day gig at a client site installing some software on a Sun workstation. It was very unsettling when the "restaurant scene" from "When Harry met Sally" started streaming out from the workstation speakers.