Well, what do you expect when you buy Dell? They call me about once a month still, and I refuse to buy laptops from them.
I have one completely taken apart (I have a nasty curiosity of whats inside the box syndrome

) and there is no keylogger in it.
By the way, there is much missing from this story. Did he buy this as a personal machine? Or is this a corporate machine? Keyloggers are common in corporations, though they are usually software based. This is in the event of lawsuits and such where a employee is fired for misconduct. They keylogger will tell all.
If this is a corporate machine, that keylogger may have been put there on purpose by his company. I don't find this weird at all, but is normal and legal practice.
-S