There are a lot of features in Microsoft products that people don't know exist - and one of the most useful for IT pro's is the Problem Steps Recorder or PSR. This tool creates a web page compilation of every click or user action that you can annotate. It was originally designed for our support folks here at Microsoft so that the user could duplicate the steps in a problem, record those actions, and then send a complete file to us to help them fix things. It doesn't gather any other info than the screen shots and whatever a user types in the comments.
I use this tool all the time for training, articles and other distribution. It creates an "MHT" file, which IE reads, but Microsoft Word can also open it, and you can save it from there into PDF or even just plain old HTML if you want.
To start the tool, open a CMD or in Windows 8 just hit the Windows key. Type PSR and press ENTER.
The tool starts up, and you can press "Start Recording". It's not recording your movements, just the result of the click or menu selection - so the file is quite small when it's done.
From there, you can enter comments before you click or take an action. Once you're done, you simply stop the recording, and then save the output.
That creates a ZIP file. Inside the ZIP file is an MHT file.
Extract or just double-click the MHT and it will open in IE.
If you're not using IE, you can open the file in Microsoft Word and save it as whatever you like.
Official Documentation: http://windows.microsoft.com/en-US/windows7/How-do-I-use-Problem-Steps-Recorder