As Stevo says, save the replay, then when you watch the replay, press SHIFT + U to enter the camer mode.
You can also press SHIRT + F to get rid of all the onscreen information, to make a nicer capture ...
Also, I recommend the capture program called Fraps.
It's and excellent program that takes both screenshots and videos of games.
You can download the free version of it on the official website,
click here.