[jutyt]

I was testing several keyloggers on myself and when I lock Windows and type in the password, it is not able to record the keystrokes and therefore I can't capture the password

Are all keyloggers like this?

[GolemX]

Do not test keylogger in your machine ... you will get infecting your own pc... I recommend you to scan your pc with some free antivirus which are good like avast avira. Free keylogger are like this.