I have posted a screencast on Channel 9 - http://channel9.msdn.com/ShowPost.aspx?PostID=368260

CDC or Change data capture is a new feature in SQL Server 2008, which is an ability to record changes to table data into another table without writing triggers or some other mechanism, Change data capture records the changes like insert, update, and delete to a table in SQL server thus making the details of the changes available in relational format.
Find more information on the Topic
http://www.microsoft.com/sql/2008/prodinfo/download.mspx
https://connect.microsoft.com/SQLServer/content/content.aspx?ContentID=5507