In this JMeter video tutorial we show how to record a user's activity with a browser using Jmeter's built in Proxy Server.
This video tutorial was made in Jmeter 2.9. Is this version, in order to record using proxy, an element named 'proxy server' had to be used (around 1:45 in the video).
On Jmeter 2.10 and above the name of the element has changed to 'HTTP(S) Test Script Recorder'.
Want to learn more about getting started with JMeter? You'll want to view our on-demand webcast recording, How to Make Performance Testing with JMeter Simple