How to select a multiple frames as window?

Assume I want to record everything what happens inside the Internet Explorer.
Therefore I select Menu Region->Window and start recording.
At next I have to select a window and so I clicked on the titlebar of the IE browser.
Unfortuantely only the title bar is recorded now.
But obviosuly I want ALL sub frames (title bar, tab bar, menu bar, bookmark bar and content pane) to be recorded at once !!

No, I don't want to select a freehand region.
It should be feasible to select really the whole browser window with all sub-windows/frames.

It tried it several times again without luck.

How can I select a sub-windows set/frame composition as a window to be recorded?

Peter