Key logger not detected by NIS09

On my notebook running XP Pro I apparently now have a key logging virus that displays a page on IE6 asking for personal financial information whenever I attempt to log onto any of the five banking websites we currently use for online banking.

 

Each "bank's" site displays as genuine with a true URL in the address, but all ask for the same security information: bank account no., debit card no., ATM passcode, mother's maiden name, etc.  The same thing happens when I try to log onto a banking site where we have no accounts.  When I log onto our banking sites using Firefox, I get into our info page without any problem.

 

Running a full scan with NIS09 returns no threats detected.

 

I would like to identify the virus and get removal steps.  Any help is appreciated.