Creating videos of Windows apps in Parallels

I have Parallels 8 where I run Windows 7. I want to create some training videos of some Windows applications and am unsure on what software to get to do the recordings.

I am wondering if I should be getting some OSX software that records screens and use that, but then again I don't know if it would work on the Parallels screen or indeed if its the best solution.

What would you recommend and why?

Thanks,

Jon