Display pressed keys on screen

So I was watching a video on Youtube. Infact here it is:

http://www.youtube.com/watch?v=VXeZ0s8DXZ0

Realize how there is a black rectangle on the top right corner which shows what he types on his keyboard. Does anyone what program he is using. I pm'ed him yesterday asking about it. Dunno if Ill get an answer from him though.

 

Thanks so much man! Thats exactly what I was looking for!