Both Windows and Mac have free software to capture video of your screen activity. You just have to know where to look.
Sometimes you actually need to capture video of what you are doing on a computer screen, and that can get tricky. Particularly when you want to do it for free.
Actually, it's now pretty easy with Microsoft offering a free tool for Windows, and Apple offering a freebie for Mac.
On Windows, you can use Microsoft Expression Encoder 4 to do the job.
On Mac OS X, you can use QuickTime Player's Screen Recording Mode to do the same.