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This is one of many such experiments. Very interesting.

ABSTRACT:

The sense of being stared at from behind can be investigated by means of simple experiments in which subjects and lookers work in pairs, with the looker sitting behind the subject. In a random sequence of trials the looker either looks at the back of the subject, or looks away and thinks of something else. In each trial the subject guesses whether or not he or she is being looked at. There is a 50% probability of getting it right by chance. More than 15,000 trials have already been conducted, involving more than 700 subjects, with extremely significant excess of correct over incorrect guesses (Sheldrake, 1999), indicating that people really can tell when they are being looked at from behind. In this paper I discuss possible artifacts that could have affected these results and describe the results of experiments carried out in a school in London in which I investigated the effects of blindfolding subjects and giving them feedback about whether their guesses were correct or not. Blindfolding and feedback had no significant effects. Under all conditions the scores in looking trials were positive and statistically significant, and in not-looking trials at chance levels. I also describe the results of a series of experiments carried out in schools in Ireland with blindfolded subjects who were not given feedback. The significant positive scores in these experiments confirmed that the feeling of being stared at from behind does not depend on visual clues, nor does it depend on the subjects knowing if their guesses are right or wrong.

It seems to me that knowing when you are being looked at from behind would be a big time evolutionary winner, so I can see why we would develop the skill.

I have no idea how we do it though.