This video shows you how to make a quick screencapture using Jing.  Please install Jing if you have not done so already, and make a quick screencapture to test if it's working.  If it doesn't work at all, or if it seems to work, but captures no sound, please let me know.  If your problem is sound-only, you can try some of these things to try and get your sound working.

TestJing.swf