- GXT editor - remove REPLAY text
- Video capture program (like Fraps or GameCam)
- Probably some custom skins, if you're making your own, then you'll need TXD editor and a photo editing program like Adobe Photoshop
- Video editing program (Adobe Premiere, Vegas, Ulead Video Studio, Windows Movie Maker...) If you aren't familiar with video editing WMM will do it, but if you want more, you'll need to get a more powerful program
- Audio editing program - you'll probably just need it to add effects to the audio (like Audacity)
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Probably something I forgot to mention, but I think this'll do it.