How can I make movies of what I play. For example I whant to make a movie, how I play Oblivion, or Counter-Strike.(you get the idea)
Do you mean having someone videotape you playing - having them use a video camera/camcorder? Then, burning that video to a DVD.
You can use fraps to directly record the movie:
Or, if you have a digital camcorder, you can use the TV out from you graphics card (mine has a composite) and record that on your camcorder, then transfer it back to your computer to edit, etc.