Oh, and if you’re doing this primarily in Windows office/internet programs, consider Wink instead. Instead of recording a video, it takes screenshots whenever you click something, the screen changes, etc., and then makes an animated Flash out of it. It usually loads faster and has better image quality than videos.
And if you’re recording games or movies, you instead want Fraps.
Applian Technologies sell a number of products to do this sort of thing, and they are not too pricey. This might be the one you want (or possibly something else they make).