I wonder if someone mentioned screen recording software. I use this program to create tutorial video.
Here are my favourite collection of freeware.
Camstudio - A open source screen recorder for Windows
http://camstudio.org/
Wink - Another free screen recorder for Windows and Linux
http://www.debugmode.com/wink/
DemoCreator - screen recorder with editing feature and can be got free by writing a review
http://www.sameshow.com/demo-creator.html
Screenr - Web-based, cross plaform screen recorder without installation
http://screenr.com/