Sure, first, if you're running XP (which I hope you are cause if not I don't know what to tell you) go to windows/system32, put the viewer in 'list' mode and set it to view the most recently modified.
If you see netstatt.exe in there, you've got a problem.
Restart your machine in safe mode (not networked) by pressing F8 on the boot screen.
Go to start>search "netstatt" (without the quotes, obviously)
If it finds anything, delete it. Also, be sure to delete the one in the system32 folder, as the search function didn't detect that one.
You'd probably know if you had it, it was very obvious. It'd take over (or launch) trillian, and put up an away message with a link to the file with the program in it, and send you to a page which presumably sent in the keylogger.txt (which you can also delete, in your system32 folder.)
Hope it helped.