Yes, of course. If you expose it to your peers. Jokes apart - normally, it's not possible, however, in smart phones, android phones, and phones that have file sharing options and means, are often susceptible to get hacked breaching the privacy. For instance, it is not a good ploy to keep your Bluetooth enabled every time, as doing so only invites danger for hacking. In normal cases, when two devices wants to share data with each other, the security system asks the user that whether he/she wishes to receive data from the other person or not. Only after selecting 'YES', the transfer is possible. However, in the world of hacking, the experts can easily breach security. In fact, cell phones have now become a more of an open source like computers, and hence are always susceptible to attacks. A hacker usually downloads software and installs it in their laptops or netbooks. He has to install a Bluetooth transmitter capturing device like an antenna to that computer, and let the computer do everything without letting anyone know what is going on. This is an automated process, and all he has to do is collect data and mix in public places which he later manipulates. It can do anything, ranging from downloading address book information, photos, SIM card details, messages, make phone calls and much more. This process of hacking is usually known as 'blesnarfing'. Apart from that, the most dangerous part is that the hacker can shut down your mobile devices simply by sending corruption codes. Even in places, where wi-fi is active, it is preferable not to keep the blue tooth or internet options open unnecessarily.
Hum - sounds like something that happened to me on a recent trip to the Slav republic of Slovakia
What's the phone you are using? Nokia, Moto and typically phones has software allowing you control your phone from pc.