Sorry to hear about £90 pound worth getting hacked off you.
Keyloggers are binded with a file normally .exe so you do in fact have to download something.
Keyloggers won't start downloading
unless you click to download a file etc
Also if you are downloading something from rapidshare etc always check file size against an original file from certified seller/ download.
Also most "Noob" hackers will use Ardamax keylogger which is easily removed
To search your computer for an Ardamax computer if you feel unsafe or worried go to
http://www.2-spyware.com/remove-ardamax-keylogger.html
Hope this helped :)