http://www.fraps.com/This is a pretty nice program if you're interested in recording gameplay like in CounterStrike, Halo, World of Warcraft, Command and Conquer, ect...
It's free but you can only record 30 seconds at a time. (you can start again after the 30 seconds.)
You get unlimited recording time if you buy it though.
It also has the ability to take screenshots and save them automatically.
Image from www.fraps.com