xFire? Replay?

Depends. If you want to report a hacker. you can only save the replay from crossfire. They do this for 2 reasons.
1. So the file cannot be corrupted
2. So they can see the accused hacker and what he/she did.

If you just want to record the game, you can record during the game. But the replay folder in the crossfire folder is strictly for cfr. files.