Does anyone know how you make short videos of a skyrim session to save on your computer?

Using a third party recording software --- If you want one to try and do not mind it having a watermark on the video http://Fraps.com free version will allow 30 second recordings ( you can always do several 30 sec clips and then use movie maker or similar to stitch them together if you need longer than 30 seconds) - If using it for longer movies and do not want the watermark the paid version for $37 is a pretty good deal.