As a teacher you are always trying to model good practice for students, especially when introducing a new concept. When it comes to technology there is always a spectrum of ability within your class and often times you have some students that can't seem to keep up with your demonstration or read along with the directions you have created. Screen capturing is the solution to this problem. Personally, I have been using Community Clips which was created in the Microsoft Labs. Although they are not still working on this product, you can still download it for free at: http://www.officelabs.com/projects/communityclips/Pages/Default.aspx I like this program because it allows you to video capture everything that is happening on your desktop real time. In addition to the video capture, you can narrate using a microphone. When you are done doing a capture, it outputs the video directly into a windows media file that can easily be pulled into movie maker for additional editing if needed. Here is a sample of one I created a while back to introduce my new students to the various network drives on our school computers.
Another program that is out there is called Jing and is also a free download found at: http://www.jingproject.com/ It does many of the same things that Community Clips does with some additional features such as direct upload to Twitter and YouTube. They also have a Pro version for a minimal annual fee. Either one of these programs are great for capturing videos of demos you are doing on your computer. I have used this method numerous times when I am introducing a new technology to the students for the first time. The best thing is that once you create your video you can save it to a network drive or website so the students can refer back to it while they are doing their work.