The Jing Project is a free application that allows you to record a video of what you do on your desktop or take a screen cap and share it. It will create a SWF file if you record video. You can also get a free screencast.com account to post and share your images and video. You can do sections of your desktop applications or the entire desktop. It records audio as well.
The video recording is similar to what you can do with Macromedia (Adobe) Captivate.
At Screencast.com you can also install their Desktop Uploader for quick uploads of your files to share.