cola56: on Mac-Forums you conveniently managed to omit mentioning that you don't have a Mac? Really??
So sorry, I don't know of any free video editing programs for PC. Indeed, I don't know of any PC video editing programs under $300 that don't suck. If your machine came with Windows Movie Maker, you could try that.
Gavino: either restore iMovie from your original restore DVD, or better yet buy the latest version from the Mac App Store for $15.
Denalapple: not sure what you mean by "laggy". As for the video you link to -- my gawd that was awful, some people should be banned from making videos -- if you're asking how to video-record your screen, you can use QuickTime X to do this (and there are many other programs that can do it) and he added the captions later (badly).