depends on the kind of recording you want, the gpu plugins have recording options, spu ones also have a recording options, you can also use FRAPS if you want a 3rd party software.
Fraps and the internal recording routines in the softgpu plugins can do (theyre the most convenient ones).
This GPU plugin performs nicely for that specific task (pretty optimal for long runs, like hours straight of gaming while recording such as for youtube straight runs):
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