If by "record," you're asking about making a video of what you're doing onscreen, you need a program like CamStudio. You can download it free at the link below.
Save yourself some hassle by reading the information.
I use Screen Recording Suite to help me record video games, it works well on me. It can capture whatever performed on computer screen with high quality, what you got is exactly the same as what played on screen.
It's the best I've used. http://www.screenrecord.net/