FOR VirtuaNES:

You must download and install the XviD codec from xvid.org

1. open virtuanes (use your mouse)

2. load your rom (File -> open)(Ctrl - O)

3. initiate record function (Edit -> Movie -> Record)(Alt - R)
input a location for the .vmv output file

4. do the challenge (use your skills)

5. stop recording (Edit -> Movie -> Stop)(Alt - S)

6. close the rom (File -> close)(Ctrl - C)

7. convert your .vmv file to .avi (Edit -> Movie -> AVI convert)
under the "ROM file" field choose the rom you played while recording
under the "Movie file" field choose your .vmv file
under the "AVI file" field choose a location and name for your .avi file
click "Select Video Format" and choose a compressor (I used XviD MPEG-4 codec)
click OK, then click "Convert"