This is a trojan. Generally, the best solution is to format your hard drive and reinstall Windows as lots of the time even though you think the infection has gone, it hasn't. Trojans often are still left in your registry and not removed properly, and just come back, and back, and back without you knowing.
So you can't ensure you will be safe even when it's gone. If you suspect you have a trojan and you're worried about it logging your keystrokes, download KeyScrambler personal here. It encrypts your keystrokes. Proven to work.
QFX Software - Download KeyScrambler
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