I can't find recorded demos, and I really hope I didn't waste the huge chunk of time I spent replaying hard bits trying to replicate good runs on camera. That would make me a sad panda and stupid for not checking first . . .

I don't see anything new in the Demos section, which is a bad sign, but I'm hoping they're maybe somewhere on disk?

Edit:
Oh yeah, I'm playing First Encounter.

Hmm. I've just tried to record a demo in First Encounter and it said it was recording. I then stopped recording half-way through the level (I'm on Karnak) and then went to the Demos menu in the game after stopping the game that was in progress. Anyway, all that I could see in the Demos menu were the default auto demos which get played when you first start up the game. So I quit and take a look in the Demos folder and no recorded demo.