For users of Windows, there are instructions and a video on how to get starting using the free, GPL'd CamStudio software.

Note:

The difference between a screencast and a video is a semantic one, but generally a screencast is a video lecture that focuses on looking at actual source code or other such text on the presenter's desktop. A video, as the term is used here, is usually shot with a standalone camera of a presenter talking, sometimes and sometimes not with a readable view of his slides. Or put another way, a screencast is a movie of software and requires higher quality video than a talking head lecture.