Tremo,
A bit spendy if you go with pro software, but you may be able to do the same with the free windows movee maker, or however they spell it. This is also a different approach, more like you would use to do filmed demos, not screen capture. This said, it is an extremely efficient and reliable way to get demos and tutorials out with pristine sound accompaniment.
I use Sony Vegas, but the principle is the same. Takes a few shots at it to develop the skills or intuition, but here's what I do. There are many YouTube totorials on movee maker that illustrate the principle.
Have Sonar recording the sound and a mic doing your narrative into Sonar recording voice, like it was a project. Synths or guitars on one channel, voice on another.
At the same time, have a camera rolling to film the presentation, camera with the cheap audio mic on.
After you have finished the recording, load the camera video into movee maker. Render the Sonar project as a wave and import the wave into movee maker.
Fine art here is to then match down to a couple samples, the camera audio and the Sonar audio. Once aligned to the precision of no echo, mute the camera audio, and only Sonar remains.
Professional results.
John
(edit)
Saw the parallel good advice from a previous thread. Like what Sycraft said...