Checking for a hardware keylogger is as vital as getting programs that keep an eye on hooks.
Consider the following link,

http://spycop.com/keyloggerremoval.htm

The best way to check for programs that log is to have an antivirus like Kaspersky next to ProcessExplorer and a module manager. This, however is for those who are experienced with malware.
For neophytes in this area, Kaspersky with the programs mentioned by some people here will work.