Alex,
If you have a PC, look on the back next to the spot where your monitor plugs in. Most modern video cards will have some sort of video out right there, either s-video (black circle with many holes) or composite (RCA-style, like out from a Playstation). Connect this output to an input on your VCR and voila!
If you have a Mac, Sony Vaio, or some other sort of media-centric PC, the video out probably exists but in a different location.
What kind of computer do you have? Brand, model, basic specifications, etc. ALWAYS include this info when asking for tech help. Do you have a DV camcorder to use as Chesty suggests? Do you have a firewire port (mostly rectangular slot, looks like:
_______
| \
| |
|_______/
)?