I've used a few for private clients to keep track of various employee's and mostly wife's
The one thing I found was most get picked up by good antivirus software. Fortunately some I worked on had mcafee tho, which meant it wasn't found at all.
I'd guess you could just set the working directory into a good antivirus' ignore list tho
A lot of them are hit and miss tho, I mostly just tried and tested lots until I found the best.
The best resource in looking into a legal keylogger is -
http://www.keylogger.org/
From memory, the ones I have used -
stealth keylogger (this one wasn't picked up by mcafee)
spytech spyagent (quite stealthy, altho saved screenshots were easily found - also very bloated which results in high memory use)
allinone keylogger (really didn't like this one, seemed buggy and crashed a lot)
I probably tested a lot more, but those are the main 3 I actually remember using. Private keyloggers are obv a better way to go, but you need to be in certain trusted communities etc. Also maybe overkill for checking someones msn (unless they actually know a lot about computers)
once you have finished with it tho, uninstall and make sure you run a good antivirus and something like spybot s&d (almost all are picked up by spybot s&d)