There is computer software which allows a person to record key strokes made on a computer. A parent or an employer can use it to see where someone is going on the internet. Richard Renner at Whistleblower Protection Blog describes one way to find out if your employer is using ley logging software. Update your motor vehicle registration. One employee updated his motor vehicle registration. He then received a letter from the United States Computer Emergency Readiness Team (US-CERT). Apparently, US-CERT monitors the use of keystroke logging software. So, they will notify you if they observe the use of such software.
But, as Richard mentions, the best practice is not to use office computer equipment for sensitive information. Employers have a legal right to much information transmistted over company owned servers and hardware. See Whistleblower Protection Blog post.