You have two options, as far as I know:
1- take still screenshots of the website and animate a separate mouse cursor in AE
2- use Camtasia (check the Frequently Asked Questions at the top of the forum)
For option 1, use a high screen resolution if you expect to zoom into your website. This method allows you to animate the mouse at your leisure, instead of real-time while Camtasia is capturing. It also allows you to move around the websit nicely. After you’ve done most of the work in AE, you might have to place an adjustment layer over your captures and apply a 1-pixel blur to soften sharp lines so they don’t flicker.
For option 2, you have to capture activity in real-time, but this might be the best option if the website has a lot of interaction and Flash that you’d have to recreate manually in AE by capturing and re-animating stills.
Anybody else?