Did you download a file or something from this person? Did you visit a site of theirs and do something? I don't see how you could have been keylogged if that was the case. Either way, scan your computer and such. Malwarebytes and Avira are good for this (as the poster above me pointed out) ^^
I gave them the acc and pass to one of my accounts, and they added me on msn with a different account and somehow got my other account password? I didn't give them both good thinking though?