Re: What program works well for this?

The corporate standard for presentations like this are either a prodcut by Lectora or Adobe's Captivate. I use Captivate extensively. You can export to a SWF and then it's easy to convert from there. Captive is also INSANELY easy to integrate all of the functions / features on that video. You can also release it as a self-contained executable, or as a SWF within an HTML, giving it actionable, clickable regions sending the user to other URLs, or doing other functions.