I just went through this learning process myself. I used to just use my camera live which doesn't sound too good. So what you need is this:

- Video Editing Software (I downloaded Windows Movie Maker which is free)

- The ability to record the track in your computer (or a way to upload it to your computer). I downloaded the free version of Amplitube. You can use the amps and gear in the software, or you can bypass it and run your own amp/gear through it. But you need an interface (a device that allows you to plug your guitar into your computer).

The latter takes a bit more time to learn. Once I downloaded Amplitube 3, I had to download something called Asio4all to get it to work right, and I also had to turn Windows Audio off in Computer Management.

This is just the way I do it, I know there are other methods. And there are other people who are more knowledgeable than me.

Good luck!