I found a good article about keylogger software from Kaspersky.com. It is a "must" for security professionals and can be useful to educate the end-users. It is written by a russian computer professional, the Deputy Director of the company's Research and Development team. The article is very detailed and, beyound the treats, suggests the countermeasures:
How they work and how to detect them (Part 1)
The article has the following chapters:
The second part is coming soon.