Find any processes in task manager that shouldn't be there, search your HDD for them (Viruses often locate themselves in the user folder or appdata folder, a quick google search on the fie name should tell you if it's legit or not)
Kill the process and quickly delete the file. If you're not fast enough, the virus may run itself again, preventing you from deleting it since the file will be in use. Not to worry though, just do the same thing again but try to delete the file faster.
Any remaining errors will most likely be a problem in the registry, a google search should turn up answers on specific fixes.
If you get errors when running applications, right click and run as administrator.
If it really was a key logger, you should change passwords that you use regularly. ESPECIALLY if you do online banking or shopping. Make sure to change passwords for all of those sites, and ALL of your e-mail accounts. Wouldn't want someone to start recovering passwords to one email using another, and then use one to recover an online banking password.
This post has been edited by leik oh em jeez! on Wednesday, Jun 6 2012, 06:09