A little Off Topic, but questions about this are becoming more frequent on the MC forums.
The Tutorial gives an outline of one way of using Avid's DNxHD codecs in Camtasia Studio to produce a QT movie for import into MC.
Camtasia Studio also offers AVI export, but as this is a question of screen captues and not an HD movie source, I feel that the QT movie encoded with Avid's own DNxHD codecs provides the best and most reliable workflow.

Regards,
Douglas