Whatever happened to the good old days of calling your keylogger iexplore? I guess too many people switched to Firefox...
Anyway, yes, clean the registers and also change your passwords for everything you have logged in to while using the affected program. Typically, you would want to change your passwords every 4-6 months, but in this case, now is a good time. Best recommendation is to change all your passwords, not just on your system but also web passwords - your webmail, online banking, etc.
As an additional note, many of the packages that deliver keyloggers can also install backdoors onto your system. If the attacker did their homework, self scans will likely not detect it. For the best results, use the external port scanner at
GRC*|*Gibson Research Corporation Home Page** (Scroll down to Hot Spots, and select Shields Up, then the All Service Ports scan). This scan should reveal any open ports that are on your system if you have a direct connection to the internet. If you don't have a direct connection, use a port scanner on another computer to scan the affected PC. Most Linux distros have the scanner built in, and for Windows SuperScan3 from Foundstone Security is pretty good (version 4, not so much).
After cleaning and scanning, completely uninstall your antivirus and antispyware utilities and download fresh versions. Assume what you have now is compromised.