I always wanted to have a software that captures my screen. There are many but they are not for free. Luckily I have found this software called Jing. It is an application that allows you to capture your screen instantly and capture a video and you can upload and share instantly.
Here is a sample of a video captured by Jing. I recommend you to watch in on full screen because I re sized it to fit in here. You can also add audio through the microphone. This is great if you want something to share like tutorials or "How to" videos.
You can download the application here:
http://www.techsmith.com/jing.html
Download the setup and install. It is very easy to install and to setup. A great and free tool to have for everybody. You can also browse the site for other cool stuffs.