Make sure that your game has focus before hitting F9. (it's F9 for me anyways) This will make sure that FRAPS knows that it's your program that should be captured and not say... FRAPS it's self or the desktop.

Found that out myself one time.

EDIT: Just say you other post, I use OpenGL in my game, not SDL... akaik FRAPS only does DirectX(DirectDraw/D3D) and OpenGL...