As promised, here is the unboxing vid...Please note that I am simply trying to show you what you get, where to get it, a rough cost, and a quick verbal explanation of how to hook things up.  The cited text-based version will be below the video.

Video: How to Record Yourself Playing Video Games, Unboxing the Dazzle Video Creator Plus HD


Now for the old school instructions...

Quick Text Instructions

Unbox your Dazzle after making sure your computer meets the requirements: XP SP3, Vista, or Windows 7 (not listed, but it works) and a minimum of a 2.4 GHz processor.  Check the box for more specifics.

Install the software (CD-ROM).  Simply follow the on-screen directions.

Now, head to the console you wish to record from.  The cable from the console to the tv is going to have your RCA connections.  Red, White, (both audio) and Yellow (video).  Remove the Yellow male RCA cable from the female terminal on the tv.  Install a Y-splitter.  Reinstall the console's RCA Yellow to one Female end of the splitter.  Now take your spare set of RCA Composite Cables and install the Yellow Male Terminal to the female port on the splitter.

Repeat this process for the red and white leads as well.

Now plug the other end of the RCA Composite Cables to your Dazzle...just match the colors.

Plug the Dazzle into your computer via a USB 2.0 connection.

Open Pinnacle Studio 14.  Navigate to "Import."  Click on Dazzle Capture Device.  Power up your tv and console, move to the appropriate input, check the computer screen for the signal.  If you see the same screen shot on the computer as you do on your tv monitor type in a file name on the right hand side and click "Start Capture."

That is it, you are done!  Follow these simple directions and you will be recording, editing, and uploading your gameplay footage in no time!

Here is a crude chart if it is of any help...

Flow Chart

Computer USB 2.0>Dazzle

Dazzle Yellow Feamle Port>Yellow Male RCA Cable>Y-Splitter>Yellow Female Port on TV>Y-Splitter>Yellow Male Console RCA Cable>Console Connection to (Wii, PS2/PS3/Xbox etc).

Dazzle Red Female Port>Red Male RCA Cable>Y-Splitter>Red Female Port on TV>Y-Splitter>Red Male Console RCA Cable>Console Connection to (Wii, PS2/PS3/Xbox etc).

Dazzle White Female Port>White Male RCA Cable>Y-Splitter>White Female Port on TV>Y-Splitter>White Male Console RCA Cable>Console Connection to (Wii, PS2/PS3/Xbox etc).

Thus, Console>TV::Console>Computer

Questions

Does that make sense?  We are really getting to the point where if you don't follow you need to do some basic research, ask a question, or just find a friend that can help explain it to you.  If you've got qusestions at this point I will do my best to help, but can't make any promises.