Get Fraps to record ingame, get full version, the free one can only record 30 sec or so and you will have '
www.fraps.com' at the top of every video you make.
After that you need to render the file, if you only want to render use Windows Live Movie Maker, its simple and fast. This program also allows you to cut vids in different pieces, put music in etc but overal its pretty basic.
If you want to use advanced effects and put all kinds of nice pro things in your vid then get Sony Vegas, this is for the more advanced stuff. Search for tutorial on youtube if needed.