Quote Originally Posted by Seymour222
Wouldn't someone have had to install a program on my computer for that?
they can do it in many ways:

keylogger can be installed when a user opens a file attached to an email

a keylogger can be installed when a file is launched from an open-access directory on a P2P network

a keylogger can be installed via a web page script which exploits a browser vulnerability. The program will automatically be launched when a user visits a infected site;

a keylogger can be installed by another malicious program already present on the victim machine, if the program is capable of downloading and installing other malware to the system.