You can try Open Broadcaster Software (http://obsproject.com/), it can record to a file, and is incredible program.
Awesome! Will check it out.
Alas, when the game is running it just shows a white screen. I think there's no way around this other than to find some way to capture video out. I hear FRAPS can do it, but is watermarked. Thanks anyway.
Ah! It turns out the problem was that it was running fullscreen. It captures correctly running in a window, no problems.