Just get to the second 'wizard' screen where it says 'now recording' but appears to be doing nothing (no frame count) and move the mouse somewhere and press the 'pause' key on your keyboard (the rarely used one near the delete key). Repeat moving your mouse to a new position and pressing the pause key (typically you want to move the mouse over a dialog box button, press pause, then mouseclick the button). After you are all done press finish (or the hotkey). Then the programs main screen will pop up. Just click on the button that looks like a right arrow (two to the left of the yellow question mark) and give your video a file name. It will render the video for you. Play the file it produced in explorer (Project/View Rendered Output or F8)
After you've completed what I described above the initial mystery will be gone (you'll have a clue) and it will become easy to figure out everything else.
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