The trojan/keylogger needs to be present to gather the information, so using your ps2 should theoretically be safe since it'd be hard put to get a working virus on it. If your pc is on though, it can transfer information if it has it which may include your password if it has already obtained it.
Just do a scan for the files told to us and keep a good set of protection tools.
I use a good collection of protection and it works well for me usually.
Spybot Search and Destroy
AVG Virus Scanner
Firefox- Ad blocker + Noscript (Always a good idea to disable IE, go to internet options, I forget which tab exactly but it will have a "Lan setings" button in the lower right. Click it and check use proxy, just put in something like 0.0.0.0.0, this will effectively disable IE without removing it which is a pain and can never truly be done.)
Comodo Firewall
I also keep a few other useful programs:
Cleanit!
HyjackThis!
RegistryCleaner