Are you kidding me?
Keylogger? The clue is in the name, dude - keylogger is used to record keystrokes on the keyboard, which can then be assembled into complete sentences. This is clearly bad for any number of reasons, depending on how it got on there (if it's 'phoning home' - or communicating with a server on the net - then it could be transmitting all of your credit card details, passwords and so forth to malicious individuals). I'd advise you do a hard reformat of your hard disk.
P.S
Macs are safer
