If you mean how to create cutscenes in Freelancer by using models you would need to learn some .thn scripting. And trust me, that's not a tutorial for people just looking for newbie stuff. That's more of an advanced level if we can say so.
If you just want to record stuff in the game, use Fraps (it'll drop some RAM while you'll use it) or XFire (has an overall bad quality).
EDIT: And no, there's no program for 'creating a cutscene'. Everything is done by writing an .ini (with .thn scripting) file.
Over a hundred pixels too tall. It's gone now. -Zuke