Spyware is malware that is installed on a computer without the knowledge of the user and which monitors the user's activities while using the computer.
Keylogger is software or hardware that keeps a log of all your keystrokes.
Phishing is a type of identity theft where users are fooled into surrendering personal data like passwords or bank account details.
We gave a demonstration of a keylogging software and phishing. The demos were a little botched because we were running out of time. Still, we thankfully managed to finish within the 20mins. It had earlier seemed like we wouldn't be able to.
Shayan asked a particularly nasty question, to which I had no answer at that point - What are the extensions of keylogger log files?
I did a bit of Googling right now. Log files have the extension ".log" :)