Can you see it in game somewhere or do you need to download an another program to do it?
FRAPS is probably the most widely used program for this purpose, and it is very good. It can sit in the background and be activated by hotkeys; it can display frame rate in an overlay, accumulate frame stats to a CSV file, or record video (and audio on some rigs) to an AVI file. (You have to get the pay-for version to get unlimited recording without a watermark.)
It is lightweight except when recording; you may take a big hit to performance when recording.