Kaspersky? Hmm.. What about Avast
As for a keylogger, he would have to convince you to download a file. There are a lot of ebooks for instance that are EXE.
A firewall should prevent keyloggers. Windows XP and on have built in firewalls, but they're not that good. I used to use Zonealarm when I had a cable modem and I found Zonealarm good.
| 
