While the screen session recording using online apps is great for quick one-offs, if you plan to produce many sessions, it may be easier to have the software installed on your laptop. Here's the best software for screencasting.
Windows 7
The best free one seems to be CamStudio (open source). It's got tons of features, which is either a plus if you are a tweaker, or a minus if you want something super simple.
Jing gets good reviews. Free version limits recordings to 5 minutes. Paid version is $15/year.
Wink is another well-liked app with no "catch".
Mac: Ok, gloat away. If you have MacOS 10.6 (Snow Leopard) or later, your can record using QuickTime X (quick tutorial on this)
Linux: Istanbul is the top choice here.