How do you record online games?

I’ve seen videos/musicVideos on youtube of online games i play and i was wondering how to record video of the games like that. I’ve tried with my camera but it doesnt work right. I notice it says "unregistered hyper cam" in the top left corner of the videos, what does that mean? do you need special equiptment to record stuff like this?? or a webcam or software to download?

(games examples: runescape, catplanet, etc)

HELP ME PLEASE!