JING is a really cool (FREE) utility from TechSmith that will capture snapshots from your computer screen or record video (and audio) from your screen. If a picture is worth 1,000 words – what is a video worth? JING will output your capture to a local file, an FTP server or to screencast.com, their free hosting service.
I did a little sample screen recording that you can see from the free hosted site here – http://screencast.com/t/pw9TwhVUXc.
Techsmith is the company that makes a really cool (not free) screen capture program called SnagIT that I probably use every day.