I looked at stuff like that, but decided against buying anything; you never know whether it would work or not and my bet was that it wouldn't.
Besides why would you want that? You can display your Pi's desktop on Windows and then just print screen it, or use screen capture software like fraps to take video of the Pi in action! See here: http://www.youtube.com/watch?v=ZkvHHkWmKSY
The Raspberry Pi Guy
Matt, The Raspberry Pi Guy YouTube channel, author of Learn Robotics with Raspberry Pi, available now: http://mybook.to/raspirobots, Computer Science & Electronics Undergraduate at The University of Edinburgh