This video walks you through the process of virtualizing an application using VMware ThinApp. The video uses the Setup Capture Wizard in Thinapp and provides some context to some of the screens you will interact with. Virtualizing an application lets you deploy it to many users without having to install the application on every system.
For more information and context, continue reading the KB article: Using the ThinApp Setup Capture wizard to virtualize an application.
http://blogs.vmware.com/kbtv/2010/03/how-to-virtualize-an-application-using-vmware-thinapp.html