I use Fraps to take the video, the old version has no sound but unlimited video capture.
Fraps 1.9D
Now, for the next step you will need to use VirtualDub to take it's file size from 500MB+ to a respectable size of 15MB+. You can also edit the movie with the most basic of functions. You press delete to delete the frames you don't need. Pretty much for deleting the NL screen as you start and stop.
VirtualDub
After you have the file down to a small size you can edit in a Movie editing program. Windows XP users can use Windows Movie Maker, for those of us that have Windows 98/98SE, you have to have a movie editor of your own.