What is the name of the sofware that is used to showcreate the movie tutorial?
Are you talking about the screencasts that step through the tasks on this page? If so it is called Wink.
I made my first wink video.
I tried saving it as a Shockwave Flash Object. Do you happen to know how I can tell which extention it has, to upload it?
From the wink screencast on your user page, I think you figured this out. Just in case it should have a .swf extension and if you are using windows you can get it to show extensions by going the "tools" menu in an explorer window. Choose "Folder options ..." then the view tab. There should be a check box that has a description like "Hide known file types". If you uncheck it you should be able to see the file extensions.