I have seen people mention FRAPS a lot when screen capture is mentioned.
If you have a second monitor output then there is a better way: Connect this to a DVD recorder, or a hard drive machine (VCRs are old hat) and then set the second monitor output to mimic the first, then you can record your screen without having the low framerate that FRAPS can cause.
Just a suggestion for those of you who have the items around the house.