making a blender video tutorial

Hi. So how is it that Andrew Price and others make their video tutorials? How do they record whats on the Blender screen? Is their a certain software or is their something built into the blender interface. I know you need a mic obviously, but how do they record the blender screen and all their actions. Also, where in the preferences do you go to enable the keys that you hit to show up on the blender screen.Thanks for your help Mate!