Months ago, a friend of mine tricked me into downloading a trojan. The file he sent me was a normal .exe file and looked harmless even when I had ran it. The program worked fine, but what I didn't know, was that he implanted a trojan into the file and my keystrokes were being tracked each time I typed anything. Have you ever had a trojan on your computer?
Consider getting an anti-virus software like a Malwarebytes which is free and should pick up any trojans and remove them. Why did your friend trick you into doing something like that anyway?
I did get in when I started to notice malicious activity on my computer. Well, about my friend, me and him kind of had a argument the day before and then the day after, he apologized and then sent me that file. Since I didn't know that he could hack, I decided to just download it and I ended up getting a trojan..
I'm fortunate enough to never has any trojan infections before. Yes, they can be tricky to detect but a good antivirus should be able to pick it up. I suggest Avast or Kaspersky, they both worked great for detecting malicious things. Don't go with antivirus programs that do a lot of false warnings because they are annoying.
One time I downloaded software from filehippo but believing it was a 'clean' file, I simply installed it without scanning it first. Next thing I know is that I was getting an alert: "your system is infected." I ran a virus scan and the file was located but the anti-virus I was using could not neutralize the threat. Good thing is at that time I used Baseline Shield [very handy software if you want to "freeze" windows in it's current state [all its settings and stuff] after you install the software] so all I had to do was restart the computer and the virus was gone. To avoid all that and the possibility of your computer being used as part of a botnet - SCAN the files you download.
What you are talking about is called keylogger. I have never personally encountered it but it is something that I would not want to experience. Someone might use it to gain into your computer and do some damage to you. It is wise to keep your computer free from these keyloggers.
I installed some software and it was infected. It was my own fault for not paying attention to what I was clicking. It wasn't a key logger but adware. I was on top of it immediately and disabled it, but removing it took some time. It installed menu bars on by browsers and various other files on my computer. Until I was certain it was gone, however, I made certain not to log into my bank account or anything like that. I would say to the original poster: A friend tricked you into it? Not much of a friend.
Doesn't your anti-virus software monitor your pc? Like from my experience, AVG notifies me when I open a file that's bundled with a virus, then it deletes or quarantines it. You probably don't have your real time protection feature turned on, always turn it on to prevent viruses from wreaking havoc on your pc.
