Thats the beuty of a keylogger. It's virtualluy undetectable. Although, I know when using Starr Command keylogger (in my opinion the one and only!) it writes the report to a simple notepad file in C:\WINDOWS\SYSTEM. It just simply named "reprt.txt". Obviously, the file is password protected but it can still be deleted. Also, alot of other keyloggers write to your browsers cache so If it's not emptied have a look in there.....