Hi,
I generally tell people about "CamStudio" when they're looking for an
inexpensive (read: free) way to put video on their site. It allows you
to create avi's people can download or it will stream videos in Flash
format directly from your site.
Here's the link:
http://www.camstudio.org/
Just be sure to read the page because there's a bug with the
streaming video portion of the program but there's an easy fix
listed on the page that'll get you squared away.
Hope that helps.
Anthony