[Faint]

You can find some at best buy but it would be better to look on ebay or amazon.

They are either external or internal devices that capture audio and video from any source.

Here is an example of one :

<!-- m --><a class="postlink" href="http://www.amazon.com/Wonder-HD-650-Combo-USB/dp/B0037A3MVE/ref=sr_1_1?ie=UTF8&s=electronics&qid=1289259111&sr=8-1">http://www.amazon.com/Wonder-HD-650-Com ... 111&sr=8-1</a><!-- m -->

Once you get it, you can use a program called VirtualDub (Vdub for short) to capture your gameplay.