Spyware.Keylogger found during scan

Hi,

 

A couple of days ago, I ran a full scan on my computer, and "Spyware.Keylogger" was found and identified as High Risk.  (The security history says the Definitions Version was 2009.12.28.004 and the ERASER Version was 109.2.3.12.)  Does this mean that my confidential information (e.g., user IDs and passwords for online accounts, credit card numbers, etc) has been compromised?  I'm changing all of my passwords.  Is there anything else I should do?

 

Norton Internet Security removed the keylogger automatically after the scan, but why wasn't it blocked in the first place?  I've always kept Auto-Protect and Spyware Protection on, and I always run LiveUpdate every time I connect to the Internet.   What else can I do to prevent keyloggers from getting installed on my computer in the future?

 

Thanks,

Jessica