As for recording a video capture of your screen, do what our friend Rickey says.
Nevertheless, be aware that:
Command + 3 will take a shot of the screen, Command + Control + 3 will copy the shot to the clipboard.
Command + 4 will let you grab a portion of the screen; adding the Control key will have the same effect as above.
Finally, Command + 4 and spacebar hit will turn the crosshair cursor into a camera which lets you grab screenshots of specific windows or even dashboard widgets.