If you want to capture your screen simply press Print Screen button above delete button on keyboard. Now to go any picture editor like MS Paint or Adobe Photoshop and create a new file. Paste it. Your captured screen is ready.
If you are a Mac user you may use "Screencasting Studio" which is available here.
But if you want to record your screen like a video, I recommend you to use "Cam Studio". It's an open source software which simply means that it's free. It's too easy to use and and even a newbie to computer can use it.
It can store videos in both .AVI & .SWF format.
Then also if you face any problems using it, watch the video:
If you are a Mac user you may use "Screencasting Studio" which is available here.