To make you own video couldnt be simpler!

Simply download the free video caturing software called "Fraps" that can be downloaded from here.

http://www.fraps.com/

Install the software and record as you play eve online, it couldnt be simpler.

If you really want to get technical you can edit your newly recorded video using the fantasticly free software called Virtual Dub.

Virtual Dub can be found here http://sourceforge.net/projects/virtualdub/