Hi, I would use inkscape to create the callouts. You can also open up your bitmap images in inkscape and than add the callouts where you need them. Than export your graphic as bitmap.
Hi,
I have posted a small guide on how you can create video tutorials for the web using camtasia.
Hope you like it. http://www.screenfrog.com/howto-screen-capturing-and-recording-for-video-tutorials/
Sven