Originally Posted by Card
I think some keyloggers are also able to capture you screen.. So take screenshots of what you're doing. Snoopfree privacy shield will block independent screen capturers too.
Ps. I have tried it on Win 7 and it doesn't work. :/
That is right, depending on the software, keyloggers can be used to do pretty much everything in the victim's computer, observing conversation, stealing stored passwords or card data, taking screenshots. I once used one that activated my victim's webcam
. If you want a software that really helps identifying those things here is it: Malwarebytes Anti-Malware.