Some of the games I play, people get key logged all the time, in fact 99% of the time anyone loses their game details, they were keylogged. There are one's that quietly record all your activity and then send the information in the persons e-mail address to you, its crafty because it looks normal, the keylogger isn't using any ports in itself. With some failr extensive programming knowledge you can make a keylogger. Fundamentally they are pretty harmless, i.e check if your kid is chatting to a pervert, but they've been exploited to snatch bank details, login/id details, all sorts. I'm sure if you scout about you can find a few tutorials. Reason they are so popular is because they require basically no skill to use, actual hacking is an art.