From Forum Nokia Wiki

It is possible to record video from the RDA devices. Recording video requires that Java Media Framework (JMF) is installed on your computer and that you have given permission for applets to save files. This is due to a restriction in JMF.

To install JMF on your computer proceed as follows:

• 1. Download JMF installation package from java.sun.com.
• 2. During installation JMF will prompt for default settings, make sure that "Permit writing local files from an applet"-option is selected.
• 3. Restart the RDA DevUI

If you have JMF already installed in your computer, open JMF Registry and make sure that "Allow File Writing for Applets" is selected.

As an alternative you can also use a free video recording tool like AutoScreenRecorder 2 to record the contents of your Windows desktop.