storing a video on SD card

how can i capture a video and store it in a SD card through arduino?
also along with storing the video. i have to store the values from analog sensors into my sd card. the reading from the sensors have to be serially transmitted also. (but video is to be stored only).?
so can you please tell an example code for above? taking any sensor as an example?
i am confused if there is any baud rate i have to set for different things? like for capturing video? storing data? or transmitting data!

I have a camera shield that can take still images and store them as Jpegs on a SD card, but that's about it. No video, just still images.

Where is this video coming from?

You may want to look into getting a Raspberry Pi instead of an Arduino.

how can i capture a video and store it in a SD card through arduino?

You can't.

You need a more powerful platform, e.g. Raspberry PI, or BeagleBone Black