If this was happening, it would be done by installing a program called a keylogger.This can certainly be done and is very hard to detect - it's not actually illegal to use one (some people use them to help protect their children while online, for example), though spying on a work colleague or employee surely has legal implcations in itself.

There are various articles on the web that claim to tell you how to detect this. Most of them involve using another device called a keylog detector. i can't guarantee that any of these are safe or effective, but by all means have a look - there are detailed instructions here. To be really sure of the best way to check whether you are being spied on, though, I would suggest you consult an IT technician. You could also go on one of the many IT online forums and ask some more detailed questions.