Microsoft Security Essentials will detect and remove Keyloggers.
MSE and Key logger real time protection/detection. - Microsoft Answers

You can get it here:
Microsoft Security Essentials | Protect against viruses, spyware, and other malware

I recommend this over pretty much all other anti-viruses. It's FREE, you get updates to it through the regular/normal Microsoft Updates, it takes very little system resources, and you almost never notice that it's there unless it detects something, or you haven't run a scan on you system for too long a time.

If you have something like NORTON, or MCAffee I'd remove them as they can really slow down a system.