For making machinima, there are several tools out there to capture your screen and associated audio prior to editing that raw video. If you have administrative right to the computer you are using you might try one of the following:

Fraps (for PCs - the free version limits capture to 3 minutes)

Snagit (cross platform - $50 but well worth it)

Screenflow (for Mac - costly but one of the best out there)

 

Web Based Screen Capture

There are several Web-Based Screen Capture applications available. I am most pleased with:

Screenr (cross platform - limited to 4 minutes but you can record several 4-minute episodes. Export them as MP4 and then use a video editing tool to put them together into one extended video. This is a free tool)