I would use screen capturing software. Aharon Rabinowitz wrote two articles you should read. Click on this link (
http://magazine.creativecow.net/downloads.php ) and download "04-The Portable Media Issue" of Creative COW magazine. Check out the article by Aharon Rabinowitz called "How To Persevere Detail in Mini-Media Movies.
Also, at the same web page download "01-The Premiere Issue". Aharon wrote a fantastic article called "Creating Tutorial Podcasts". This will most likely have every thing you want to know about the subject.
Best of Luck
Stephen Smith
Salt Lake Video
Check out my DVD
Money Making Graphics & Effects for Final Cut Studio 2