ok...any key logger worth it's salt will not show up in the task box, it will have it's files buried deep in the program file or windows folder so forget that.
Run spybot atleast once per day if internet browsing for more that an hour: this should get rid of any key loggers.
http://www.spybot.info/
Also have an anti virus:AVG
http://www.grisoft.com/doc/71/lng/us/tpl/tpl01
And adaware to ged rid of advert software:
http://www.lavasoft.de/
AND a firewall to prevent nasty programs such as Keyloggers etc...from sending their data or hopefully preventing them in the first place.
http://www.zonelabs.com/store/content/home.jsp
ALL of these products are 100% free. You may have to hunt about their sites for a while to find the free versions, but it's worth it.
I would also recommend www.anonymizer.com
This basically protects your IP address so that people can't track you or do other nasties. It's not vital but helps.
Use all of these products, run the software such as spybot and adaware after every internet session or a few times a week and you'll be virus / spyware free and have a happy PC.
And remember password protect your computer and never let anyone you don't 100% trust use your PC...for anything. Treat your PC like your personal diary, people can learn ALOT more from your PC than they ever could from a diary!
Your right to be Paranoid....it's so easy to get personal information from peoples computers if they don't take care....it's only a question of when will you get targeted!! And on that happy note...goodluck.