Hi Erez,
you can do that these days within capture. Just go to the snapshot tab in the próject-window. Press the "Record movie" button. Then make framerate 25 fps and press record. Now make your lighting looks controlled with dmx in realtime as you like. When you are done with your Show press stop and name the snapshot as wanted.
Now you can recall the snapshot in capture to Play the recorded dmx or you can rightclick and then press "Render movie" to create a highquality movie.
Happy eastern,
Tim