When you run a keylogger file or some other kind of infected files, it won't open a program, it will just do its thing in the background unnoticed, meaning you could be infected and being monitored without knowing it.
It could have renamed itself and moved to a hidden folder, or infected a system file to disguise itself, or added some registry entries under random letters that you won't be able to find without professional help.
If you'd like one of our security analysts to check out your computer, please follow
these instructions (5 pages) and post the requested logs in a new thread
here.