Could this be a Keylogger?

The guy that scammed my account that I was going to sell was talking to me on MSN. He sent me a picture/screenshot of his Paypal and we 'Shared photos'. This morning, I ran a Malwarebyte scan and found that one of the files in ProgramFiles(x86)/Windows Live/Messenger was infected. Could this be a keylogger? And how did he send it?

If it is a keylogger, what's the chances my details have been compromised (PayPal, etc.)

The image he sent me was saved in a different location and has since been removed.

 

Possibly, if what you're saying is true, the item you downloaded probably wasn't a picture. I personally know there are many MSN exploits where you can mask an .exe in JPEG form.

I would suggest opening your task manager and looking through the processes for anything along the lines of:
run.exe start.exe server.exe
Anything really that sticks out.

Once you've located the file name, find the file location and delete it. It's really simple.

To make it easier on yourself after finding the process name/location I would suggest going into safe mode.

 

Lagged out, multi post.

 

Thanks for the reply. I have already gotten rid of whatever it is, so there is no way to check. Has anyone else encountered this problem?

 

Lagged out, multi post.