Possible Nexon Database Exploit?

Okay, well, to put you at ease I just cleared any and all saved data that my browser had stored. I'm also installing Avast! to check for possible key loggers, just in case McAfee missed anything. I'll let you know the results.

You mention keyloggers! Not sure you understand the concept of this current discussion of possible hacking via wireless data? Its got nothing to do with keyloggers and don't need a keylogger to get hacked. Since Nexon's web site login is not https, all data transmitted are in plain unencrypted text including your login ID and password over wireless frequency, so anyone that had legit access to the network just need to use a readily available wireless hacking tools to "read" all data from the network and then able to pick out what they want by using some type of filtering. As for person without legit access, they will need to use a encryption key mining tool which also readily available and then do the above.
Keylogger was another discussed possibility in this thread, maybe thats why it causes the confusion.
Keylogger are very rare in my opinion, you really have to go out of your way to get infected with it, so I think your scan won't show any infection, but still a good action to perform after a event like this.