Hi onetreeisland and welcome to our community
Unless I'm misunderstanding you, these little beasties are
normally called "Tooltips". You might try one of the two following
approaches.
1. In your Recording Options (Options > Recording
Options... > Recording Options tab, make sure "Enable auto
recording" is selected. For the Recording mode, click the drop-down
and select Demonstration. Then click the Edit settings... button.
Place a check mark to enable the option "Convert tooltips to
rollover captions".
Or...
2. During the process of recording, when you see a tooltip
appear, press the Print Screen key to capture the screen with the
tooltip visible.
Cheers... Rick