If printscreen doesn't work for you (keep in mind "Alt + PrintScreen" captures just the open window) then there's a few options.
You can use FRAPS
which does captures, videos, and benchmarking.
You can use Xfire
which is a social gaming platform, but does streaming video, screen captures and uploads them to xfire.com if you wish.
Or you can use one of a million alternatives, one being Jing