Have you heard about this tool?

This is a capture tool that records your actions as you perform them on your workstation, remote desktop, etc.  It's made by the same company that makes SnagIt, etc.

http://www.techsmith.com/camtasia.asp

I have used this at several customers to record our install and configurations of BizTalk and more - this can come in very handy to help reduce differences in environments (because you can go back and review exactly what you did in the previous environment) as well as to supplement your installation docs.   The product also includes an editing studio and various media types for export.

I haven't been paid to write this - I just think the tool is very nice.