@tops,
Ok if you are running XP there is a program call steady state that you can download from Microsoft for free that will not allow any change to the computer to become permanent without your permission and it will go back to it old state at every boot up.
It is used for computers running in libraries etc.
Or you can lock the whole computer with a free program like truecrypt so that no one can boot or change the hard drive except you by encrypting the whole drive once you shut it down.
Or you can used a program that a cost of 30 dollars or so call process guard that can also prevent any new software of any kind from running unless you allow it.
All this is is assuming this is your computer and not a company computer and you are free to install any programs you may wish to on it.
And yes you can also purchase keyloggers programs yourself and a google search will find them.
Now there are hardware keyloggers that can be place on a computer or on a computer keyboard connection that no software solution will aid you in.
So we still need a little more details to help you out.