I tested this here as well (XP SP3 but shouldn't make a difference) and SafeOnline blocked everything. There are a number of factors which could be affecting it, from language settings to whatever CTM is doing behind-the-scenes. I can certainly investigate closer if wanted but on multiple PCs here, I've yet to see a single keystroke get stolen across English, British English, and Spanish keyboard configurations. Fundamentally "Advanced Keylogger" does nothing different than the Zemana leaktest or other leaktests. Be aware that even though it may be protected from the initial entry, if there is a Man-in-the-Browser infection like Zeus, Caberp, Torpig, Silon, etc. on your PC, it will still be able to see credentials when they are sent across the network unless you use browser protection software.