Right now, you can't record videos of you playing WoW because that feature isn't built in to the game - or your computer for that matter. You'll need to get a program that will record it for you. There are many programs that will record your screen, and they all do prety much the same thing.

The easiest and most widely used program to use for recording World of Warcraft is called Fraps. Fraps is a very simple and easy to use program that records whatevers on your screen. You can download a free trial here - the only limitation of the free trial is that you can't record more than 30 second clips and there will be a small logo at the top of your video. But right now you're just learning how to make movies, so live with it for a while.

After you've downloaded and installed it, there are a few settings to configure. Run fraps and click on the Movies tab. If you want, change the folder where the movies will be saved. Memorize or change the hotkey to something that you will remember and not bump accidentally. I use the backslash key since its right above the enter key and WoW doesn't use it. Select Half-size (uless you really need full size) and 30 fps (unless you really want more). If you want to capture sound check record sound and detect best sound input. Make sure to check No cursor - that will let you move the mouse on the screen without it being recorded.

After you've configured everything to your liking, minimize Fraps and run World of Warcraft. The first thing you'll notice is some large yellow numbers in the corner of your screen - that's telling you that Fraps is running and your current FPS. If the numbers are red, you are recording! Do your favorite emote such as /dance and hit the record button. The numbers will turn red indicating that the screen is being captured - try turning off your interface with ctrl + z (or is it alt + z). After 30 seconds or when you press the record key again the numbers will turn yellow and recording is finished.

Congratulations! You've just recorded your first WoW video! You can watch it by opening the video file located in the "Folder to save movies in" that you set earlier, or you can record some more stuff befor moving on to editing.

Do keep in mind that because fraps is recording and encoding in real time, it can't compress the video so the files are REALLY huge. 30 seconds of video is about 200 MBs so make sure you have enough space on your hard drive before recording everything you see!