If you want to go down the dvd/cd route of product creation then it will be benificial to learn what's involved in creating a dvd product.

You can do it with free software like windows movie maker, cam studio for screen capture and audacity for audio but for more peofessional results, choose 1 editing software and learn how it works. I use Sony Vegas movie studio 9 platinium and there are many tutorials on youtube to help you out.

It's easy when you know how.
Good Luck