don't have time right now to go in depth but here are the basics:
after you've gotten the demo (I'm assuming you know how to record them) you open jkii, type in console: /cl_avidemo 20 - 20 being the frames per second you want to export to jpg files, the higher the number the more smooth the video, but also the more frames you ahve to deal with and memory usage. (you can turn it off by typing: /cl_avidemo 0)
after you got that set, go to play demo and play the demo you want to turn in .jpg files, it'll play through your demo slowly, really choppy like
once that's finished you can close jkii, if you go to base folder and screenshots, you'll see lots and lots of jpg files, each one a frame from your demo. the video program I use requires .bmp files so I had to convert all the jpg's to bmps. once that's done you run your avi program, choose any song you want with it, and the folder your frames are in
now there's a lot more that goes into this, you gotta be careful about exporting shots if you have saved screenshots already. they could get lost in the jumble of your frames so you may want to move them elsewhere. also if you want to do any editing what I did is just delete the frames that I didn't want so it'd just show the part that I wanted in my video.
if you want to put multiple demos in the same video you'll need to repeat the process and put all the frames in the same folder
that's pretty much the basics, gimme a reply on what you'd like to know specifically and I'll try and explain it much more in depth later