I stepped away from my computer for a moment and came back and zonealarm had popped up with a message saying that msnsgs was trying to lock my keystrokes so I immediatly pressed deny…this has got me worried
Just ran both a scan with anti spyware scanner and Avast and so far nothings been picked up?
ZA does NOT scan for virusses, it is a firewall and detects network traffic.
You possibly have ZoneAlarm Security Suite which blocks key logging.
http://www.pcmag.com/article2/0,1895,1836243,00.asp
msnsgs was trying to log your keystrokes.
If you do have ZA Security Suite, I believe it includes an anti-virus. Two anti-virus programs with on-access scanning will conflict, so you’ll need to remove one.
msnsgs.exe is a Trojan file, so you need to do a scan with your chosen anti-virus file to find and remove it:
avast! is not that good on keyloggers detection. Can you zip the file and send it to virus (at) avast.com for analysis? Thanks.
Just to note, other keyloggers not detected: Spector and Invisible KeyLogger Stealth (IKS) 
Sophos will remove it.
They have a free scanner called SAV32CLI which should remove it. 
Only thing is, it’s not exactly user friendly. Details here:
my mistake guys the exact file is msmsgs.exe and its located in C:/Program Files/Messanger
I ran scans and it didnt detect anything spyware or virus I just thought it was weird that the warning suddenly popped up. What could be the reason there?
That’s a Microsoft Messenger file. I saw a reference to somebody else who had the same problem this morning- seems to be a false alarm…
Hmm where was it…(fumbles though History list)…ah, yes: