Suspect I've comprimised my comp

I recieved an email today from an @paypal.com address, it was in junk mail, but the address looked ok, so i opened it up. It said I had limited access to my account because I needed to update my personal information, I followed the link, logged in, and was taken to an "update your personal information" page. I filled in address, name, mothers maiden name, social security number, phone number, card number / security number, and arrived at the final question asking for the cards pin. It was at this point I realized what I had done. I closed the window, without hitting the send button. I changed my password/security question for my email/ebay/paypal and emailed paypal about what had happened.

The reason I am here is because I am unsure what level of technology these scammers use, is it possible for them to of keylogged everything I typed on that info page without me even having to hit the send button? I am not aware of anything downloaded to my comp. However, when I run CCleaner, I keep having an "IE TEMPORARY FILE" being deleted, regardless if I have even opened internet explorer. The size was 4.12mb before I reset the comp, I ran it at least 10 times, and it kept saying it deleted IE TEMPORARY FILE : 4.12mb . I have never noticed the problem before. After restarting it is giving the same results, but the file size has changed, and this was without having run ie explorer prior to running cc.

Any advise will be greatly appreciated, am I right to be concerned about this file that delete's again and again?

I have tried to locate it, but can't find it in the folders.

update: Been playing around with CCleaner, options -> advanced -> Show detailed log of internet exploer temporary files, Checking that I thought would show me the files that are not being deleted, or just keep reeappearing. Well instead the message does not appear with that checked. However the second I uncheck it, I get the same problem as before.