Camstudio is handy for capturing what you are showing on screen:
The output generates something like the following which was originally a high resolution 565Mb AVI converted to MP4 for faster playback:
The screen capture above was generated to prove to the client how fast the website was outside of their network - this was a Magento Enterprise running Varnish as a frontend caching proxy, APC for file-based caching and memcached for object caching. The result was a speedy sub < 0.002ms initially delivery with the site appearing within < 2 seconds, even with a load of 180 people. Product searching and uncached product pages took a little longer to display at around 5-7 seconds.