You can goto the link http://msdn.microsoft.com/en-us/library/dd286736.aspx and check out what all options are there to configure Actionlog data collector.

There was an instance I came across where in the user actions where not getting recorded. It turned out that the user was interacting with a excel sheet. If you notice the below snap shot (from action log config UI), there are some list of process for which recording is disabled.

So if at any point of time you notice that your actions are not getting recorded using MTM you might want to check if that particular process is part of ignored process list.