You cannot be demonically possessed but a Christian CAN be demonically oppressed if you open doors by engaging in sinful activity of any kind, for example addiction like TerryAllen said has a spiritual component, there is a demon behind it, I had one too cause I was exposed to lots of second hand smoke but rebuked it and it went. I recall a pastor telling me that if any self professing follower of the Lord is partying, drinking, swearing, etc.. they are open to demonic attacks and demonic oppression, ever notice that if a person makes one mistake it leads to another and its a perpetual stumble downwards? Sin is like that, certainly one bad choice can lead to a string of terrible consequences and allows a foothold for evil entities to operate in your life by oppressing you, they cannot force you but certainly you will feel the impulses to do certain things because the spirits are trying to manifest themselves.
The idea that you are born again and suddenly you are sin free is probably a root cause of this idea that when someone gets saved and is baptized in the Holy Spirit that they are untouchable, well yes ONLY if you keep yourself from the evil, otherwise you have given permission, whether you wanted to give permission or not that is a consequence of sin is that it gives authority to evil spirits to enter and then lodge vis-a-vis strongholds created and then they will manifest themselves or attempt to do so.
like one pastor said (Mark Driscoll) when you sin you choose sides, when I choose to do something I am giving it power for a certain time until I stop doing it and give it no more power, an example when you start to think on the Lord and positive or rather righteous things and noble things you feed that and eventually its all you think about, it becomes the dominating force of your life and you are guided by it, apart from that like Paul writes in Romans, to be led by the lower nature is death.
