Absolutely not. As you can see if you examine the source code, PyKeylogger only does exactly what you want it to - no more, no less.
Do not worry, this is exactly what it is supposed to do. PyKeylogger runs invisibly in the background, logging your keys. To make sure it is running, check your task manager process list, and look for "keylogger.exe" (or whatever you renamed the exe to, if you are running binary) or for "pythonw.exe" (if you are running from source).
The default log directory is "logs", inside the PyKeylogger directory. Logs get written to the log filename that you specify in the config (default is "logfile.txt").
The log buffer gets flushed to file periodically (see help on the "-i" option in Usage Instructions). The default flush interval is 120 seconds (2 minutes). If you do not want to wait, you can force an immediate buffer flush by bringing up the control panel (default key is Lcontrol-Rcontrol-F12), and choose the Flush write buffers item from the Actions menu.
Pressing the Lcontrol-Rcontrol-F12 key combo on the keyboard tells PyKeylogger to open the control panel (this key is customizable through control panel). After entering your password (default master password is blank), you can then use the menu in the panel to quit PyKeylogger. Alternatively, you can kill the process directly from the task manager's process list.
Did you make sure to leave the keylogger and ALL the files that were bundled in the archive all in one directory? If not, make sure you do that. If yes, then you can try running PyKeylogger in debug mode, to see what is happening. To launch in debug mode, open up a command prompt, cd to the directory where you put the keylogger and run it from command line with
keylogger_debug.exe -d
if you are running from binary, or with
python keylogger.pyw -d
if you are running from source. (The "-d" option indicates "debug mode". See Usage Instructions.) Debug mode will open up a console, and print debug output, as you press keys on your keyboard.
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