Depends on what you mean by "Looks like your filming".
Do you mean like make the screen look grainy and distorted? If so there is a way to do it but it would take a lot effort.
However, if you just mean have borders around the screen with a red dot saying "REC" in one corner, that is entirely achievable with sprite commands and is actually really easy to do if you follow the links wermer provided.
By border, I mean something like this
