Jing is a handy program that lets you easily capture screenshots or record videos of your actions on screen (also called screencasts). Once you install Jing, you can quickly capture something you see, annotate it with a text box, arrow or add a simple caption and then share it online using Flickr, Twitter or Facebook. It's also quite intelligent — if you send a screenshot to Flickr for example, it automatically copies the link to your clipboard. You can then directly paste the link to your blog or anywhere else. As for screencasts, the free version limits you to a 5 minute SWF video.
Get it from www.techsmith.com/jing.html