I found this on the KGB Keylogger site:
Q.7. I installed the trial version of your keylogger program to test this morning. I would like to stop and uninstall it. How do I stop the program?
A.7. Un-installing using Start menu shortcut
Step 1: Select Start -> Programs -> KGB Spy -> UnInstall
Step 2: Follow the on-screen instructions
Un-installing using Control Panel
Step 1: Select Start -> Settings -> Control Panel
Step 2: Open "Add \ Remove Programs" item in Control Panel
Step 3: Select KGB Spy from the applications list and press the "Remove" button
http://www.refog.com/keylogger/faq.html
If these steps do not work for you then your next approach should be a designated removal program.
These people are offering a free trial (which is all you'll need) of their software which should do the job for you.
"KGB keylogger removal" -
http://www.scanspyware.net/info/KGBkeylogger.htm
Although I have several anti-malware programs installed (Spybot, Ad-Aware, SpyGuard, SpywareBlaster, and a-squared), none of them would be able to remove a Keylogger.
"Ewido" says that it will remove keyloggers, so that's another viable option for you, and it's a powerful, industrial strength spyware removal tool (I love this program) that also has a free two-week trial offer.
http://www.ewido.net/en/