What software can I run that will detect if I have any key logger software embedded in my computer?

Most anti-virus software will scan for that kind of thing now, Norton/McAffee should be able to give you a heads up if you have a keystroke logger installed.

Most if not all antivirus software that is kept up to date will detect most key loggers. There is no guarantee they will find them all but run your antivirus software.

If you don't have antivirus software than get some.
There is free stuff out there. Norton lets you do scans from their website which should detect viruses and key loggers. I use Avast which is a free download for personal use. You must purchase it for business use for a small fee.

Key loggers also require a connection to the internet to send the information (unless someone is logging that has physical access to your computer). Set your firewall software to restrict access to only the programs you use. This will prevent any logger software from gaining access and alert you when it tries to do so.

I tried ones the BitDefender AV 8, it detected the key logger in its original state as a setup file, check it.
as they said check ur firewall (must).