Video Editing Software to use:

1. Fraps (record with)

2. VirtualDub

3. Xvid Codec (to compress videos with VirtualDub)

4. Sony Vegas (to combine the videos together if multiple parts)

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Other things

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Adobe After Effects (good greenscreener - keylight) or just nice effects

MWSnap (take screenshots of your desktop or programs)

FL Studio (sound studio program - make nice beats) 

Audacity (another sound program) 

Photoshop or Paint.NET 
Cam Studio