use a program called fraps. ou could use the source recorder, but that only works on games with the source engine (cs:s, hl2, etc.) ><Added (2008-08-01, 10:18 Am)
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also, source recorder tends to take up a crapload of disk space, i recorded a 1 min movie and it took like 512 mb o.0 and also, you need virtualdub. in other words, use fraps lol.