Bugbear just sounds like a more virulent strain of viruses that have been around for years. Shows that on your own computer a firewall is more important for many people than a virus killer: a classic virus may wipe your hard drive, if you buy online a trojan like this may wipe out your credit cards and bank account!
For banking away from home, if you used the MS character map to "type" in your details would this foil the keystroke logger?