Sucks to be you, charliegirl! If I was you I'd be trying to get the guy back
Keyloggers can be hard to detect, they can disguise themselves as other applications and it's not always easy to tell.
The simplest way to check is by hitting ALT-CTRL-DEL (what version of windows are you using, by the way?) - you will see a list of all the currently running processes, like below:
This is XP - if you're using 98 is will be different.
If you see any weird programs you know shouldn't be running, check it out. If you want to find out what something is feel free to ask, or if you think it might be easier you can take a screenshot like mine and post it here.
If you haven't taken a screenshot before you do this by pressing ALT + Prt Scrn (next to Scroll Lock & Pause Break)
Open mspaint, and paste (Ctrl-V). Now save the file as gif, jpeg, or png.
To upload the file you can add it as an attachment (at the bottom of the reply page).
Do what Segosa says - he's pretty good. I'm sure he hacks people's systems with stuff like this [/joking!]