Harry, try this: You should first unhide any hidden files/folders. Click Start. My Computer. Select the Tools menu Folder Options. Select the View Tab.
Under the Hidden files and folders heading select "Show hidden files and folders". Uncheck the "Hide protected operating system files (recommended)" option. Uncheck the "Hide file extensions for known file types" option.Click Yes to confirm. Click OK.
Click Start, Search, all files and folders. Type *.exe and do the search. Now look for something that resembles the keylogger that you have on your computer. If you can find the exe file then you can locate where it is running from. Then you should be able to delete it.