What Screencast Keys plugin are you using ?
I`ve noticed that the Screencast Keys plugin is very nice but i can't find how to configure it exactly like you have it in the video.
(for example how to make it to display a rounded edge background and how to show the text you type for a rename for example)
Is this one: https://github.com/nutti/Screencast-Keys ?
I tried both 3.2 and unstable versions but the result isn't as yours no matter the options i try to change.