You probably read my article about the bank heist in London where the robbers used a hardware keylogger to recieve sensitive information that allowed them to perform wireless transfers. The bank made the decision to super glue every cable to the back of the personal computer making it impossible to add the keylooger between the keyboard and the computer.
Well, there is another possibility which means more work for the user: Onscreen Keyboards. Microsoft Windows comes preinstalled with an onscreen keyboard, open up the run dialog and enter osk.exe.

An application looking similar to the above will appear. You can now click on a symbol and it will appear in the form. This is great if you suspect that someone could log what you are typing. It´s a good way to enter a password relativly safely. This is of course not 100% foolproof.
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The best way is to just get a USB keyboard. I have never seen a hardware keylogger that wasn’t PS2.
I don’t think the on-screen keyboard will really protect you:
http://en.wikipedia.org/wiki/Keystroke_logging#On-screen_keyboards