Which Operating system do you use ?
You don't need any codecs to record video, only to display them.
Check the status screen (the other window) for more information if you press the key combo.

If nothing is reported and you are using Linux/Mac OS X, be sure that this key combination is send to dosbox.

I use operating 'Windows XP'.

I've been in this situation when I click on CTRL + ALT + F5:
http://img526.imageshack.us/img526/9347/gwgwg.jpg

Unfortunately, nothing happens.

You should see HDD activity while it's recording games. But there needs to be movement on the screen.

Give D-Fend reloaded a go as it has a browser showing recorded videos and also tells you when it's recording.

Eventually I Successful to record, just did not know it was recording.

Now there is another problem. The recording resolution is 320x200, and the screen appears to me a small screen.

There is a way to determine the resolution of the recording and various recording settings?

320 x 200 is the correct resolution. The video player will scale it larger and most have settings to correct the aspect ratio.

If you want to make a YouTube video you have to aspect correct and upscale first.

Ok. I have another question. How do I set the recording frame rate? I get frame rate is 70.09fps, and the picture moved me quickly.

For me it's best 25fps frame rate, and I want to accept it in a video recording.

You can change the framerate easily with virtualdub (and use it to upscale the video too); http://virtualdub.org/

Ora avidemux which I now use instead of virtualdub.

The other option is you play in a window and record the desktop with tools like Fraps, Cam Studio, Camtasia...

This also makes it a lot easier to record your own speech if you are doing a let's play video or something like that.