Amy Winehouse

Is there a build-in key logger in Windows/Internet Browser? ?

Last week a friend of mine was at my house and we discussed computer and what you can do with it or whatever. He said that a friend of him was really good with PCs and said that he did something and suddenly he got his Facebook password, e-mails and other information. So is there a way to see the keys that have been pressed or a way to find passwords in a browser?