You can record the simulation to an AVI by pressing Ctrl+F12 to start the recording. And pressing it again to stop the recording. An AVI will be created in the directory of your script. Becareful using this feature, it will create an uncompressed AVI, so your hard drive will fill up very quickly.
You can also use a 3rd party application, such as Fraps (
http://www.fraps.com/) or Taksi (
http://taksi.sourceforge.net/).