I have a snes classic and a jap snes but I do not know how to capture my runs.
So far I have been capturing directly on my computer, playing on emulator, but this is very painfull.

Can someone help please?

You'll want a capture card and some splitters. Put the video/audio out from the snes into the splitters, then you can put the output into both your TV and a capture card. Link the capture card to your computer and voila! You're done. 🙂

Thx!