There are three products that come to mind:

1. Camtasia. This will record screens, keystrokes etc.... for the application that you wish to promote. The outputs of this program can be into ....

2. Microsoft Expression Encoder.  With this you can edit any video you have [either through Camtasia or else direct from a digital source] and play it back through Silverlight.

3. DNN Silverlight module to display the results....... Loads of source out there to do this.

hth

Duncan.

I'll echo a recommendation for Camtasia, I've been using it and Snagit (screen capture, same company) for close to a decade now.  The latest versions are a breeze to use and multiple output types.  I'm playing with Expression/Silverlight now, but standard media and Windows Media Player have always worked well in the past.

The DNN Repository or any of the media gallery modules work well for displaying the content you record.

Jeff