Write a script. You may feel funny reading pre-written words off of a teleprompter or paper, but this way your message will be clear and concise.
Film the scripted part of the show. Remember to look directly into the camera lens often so that viewers feel you are speaking to them. Invest in a high-quality digital video camera, preferably one with an online option so that the filming quality is compatible with online hubs like YouTube.
Film additional video, without talking. This is called "B-Roll." You will edit this video over the script you filmed in Step 2 so that the viewer will see more than a talking head.
Edit the piece. Use several "talking head" shots of you speaking to the camera and cover with B-Roll the areas where you read directly from the paper script. There is shareware available online which can be used to edit, but if you want to create more episodes, you should invest in commercial video editing software.
Upload the show. You will want to upload it to YouTube and other user-generated content sites. You can even upload clips to your social networks.