This topic has been covered more than once, so try a search using the Thread Subject Search box at the bottom of this page for a list of suggestions.
(Just make sure you search for cutscenes instead of cutseans)
I use
Fraps.
The other screens capture programs that claim to be faster have a different method of cature.
They are more suited for filming desktop tutorials and not games.
So, with Fraps you can capture scenes made in FPSC and then edit them in Windows MovieMaker.
While you are searching, look for my thread "Puppet Script" because it has a couple of scripts that will make your filming in FPSC easier.
Puppet Script (WIP)
Camera Lift