Alright, what you want to do is connect to a server, then opt to record the demo (Console: record <name of demo>)
Once the demo is complete I would suggest you use Fraps to capture the demo to avi format. That's what I've been using, although beware because the file size of the avi is enormous (when using good quality 25-30FPS).
After converting your demo to AVI you can use either the Windows XP Movie Maker (iMovie rip off) or something like Adobe Premier to add a title. music, make edits and such.
The nice thing about the XP Movie Maker is that it's quick, easy, and you can save the video to various quality and sizes very easily, such as wmp format, wmp-mobile format, etc...