The VideoLAN Forums

There are special tools for this purpose, e.g. Screen VidShot, that allow you to capture video and sound from the whole desktop or a particular window... I hope, this may be helpful to you

sbjc, what convertor do you use? i've never had such problems, since i use Flash to video encoder pro, as it does the job perfectly.
if manual file extension adding won't help, it may be worth simply to try another convertor