I'm not sure how to make my video like this?

Ok, so my friends and I wanted to make a songs in real life video... but we don'tt know how :/ Here is a link, but we just dont know how to like put the song in I guess? haha so I was just wondering like if you needed like special equipment or something. BTW I love steve Kardynals video it is sooooo funny http://www.youtube.com/watch?v=0ogJtX-Z7Xs copy and paste, Thanks :)