Check out the jingproject, a new application from techsmith, the folks who make Camtasia Studio, a product I use regularly to produce things like this. Jing is not nearly as feature rich as Camtasia is, and it takes a bit to get used to its interface, but it’s free (at least for now), runs cross platform, and outputs to a single swf file, which makes it easy to embed anywhere you want. I’ve been experimenting with it at work because while I like Camtasia, it has two issues which bug me – it can’t output to a single swf file in a usable manner, and it crashes a lot. So far Jing has been stable and is producing decent screencasts for me.