Sitepal avatar (dynamic talking web-site character) you may use screen video capture software.

I wasn't able to play downloaded SWF file. However it plays an MP3 file that can easily be found with freeware URL Snooper. You can download the MP3 file with your browser or any download manager.

Of course you can record your dynamic web-site character and embed the video onto your web-site. However Sitepal is cool because it is dynamic, so I don't really see any reason to replace it with static videos. Or do you want to record SitePal avatar for a different reason?