Thanks chaps. Iron Maiden> Isn't that just for still images? I want to be able to record as a "movie" (i.e. moving mouse cursor, anything moving/changing on screen etc)- sorry I'm not sure my original post was clear in that.
Use Adobe Capivate ....you can download a 30 day free trial from Adobe and you will find it does the job - you can capture all your screens, add notes and captions and then publish your "movie" as Flash, html, or an .exe file.
I use it all the time for work - highly recommended