There are many different loggers and many different types of way for checking for it. I personally run "Spybot : Search and Destroy", lemme see if I can find a link for you. [Only registered and activated users can see links. ]
It's freeware and hence not being contributed to by malware programmers who pay off other companies like McAfee and those other corporate 'spyware blockers'.
Run Housecall.
Just do a google search of Housecall and you should come up to an online scanner.
Run Spybot like Stampedo said.
Run AdAware. It's not going to catch keyloggers, but it'll help clean up your computer.
Get ZoneAlarm firewall, or the free version of it. They tend to stop keyloggers by giving you a little "Bla bla bla is trying to log keystrokes -- Allow -- Deny"
Ooo keyloggers are fun. Open up Windows Task Manager (I assume you are using windowz) click on process list. If you see anything there what looks bad, kill it. Also check in HKEY_LOCAL_MACHINE,"Software\\Microsoft\\Windows\\ CurrentVersion\\Run in your registry.
Run a scan, check your processes, if there is anything weird, google it, if its not in the list, its a keylogger ofcourse.
Or press ctrl shift h in case you got ardamax
Ooo keyloggers are fun. Open up Windows Task Manager (I assume you are using windowz) click on process list. If you see anything there what looks bad, kill it. Also check in HKEY_LOCAL_MACHINE,"Software\\Microsoft\\Windows\\ CurrentVersion\\Run in your registry.
95% of keyloggers will just start back up, also, just ending the process doesn't remove it from your computer.