Hi, There are quite a few other password stealing trojans- usually known as backdoor type, they also look for game keys, Product keys, passwords, credit card and other financial info, even email....and can send all that on to wherever they are coded to send it.
These can come into your computer from several sources, not just bad downloads, usually we are seeing game cracks, hacks downloaded as the main source, and usually P2P filesharing is involved in heavily infected systems we help with here.
The programs you are using will protect you from most of the drive-by type of Internet site hijacks (infected websites) but of course will not usually protect you against things you or some other user of the pc is determined to get hold of.....granting permission for example, to a download that one or more of the protective programs alerts about will cancel that protection, so it's not all done by various programs.....the user also has to know what to do, or not do, to stay safe.
Personally, I'm not a big fan of Defender- prefer a good standalone antispyware program like AVG Antispyware, Kaspersky, SUPERantispyware, Ewido Antimalware, and there are many others.
Spyware Terminator seems to be getting very popular, and it's free.
http://www.spywareterminator.com/
You probably should not use Defender alongside any of the above programs- you can get some conflicts, decreased performance etc by doing so. Best to Uninstall before installing any others, and I would say SpywareGuard is one that should also be uninstalled if you use any other antispyware apps.