Ruslan,
Unfortunately, there is no way to store user actions immediately. Commands that are recorded later may depend on commands recorded earlier, so they should be saved together in order for TestComplete to be able to import them properly. You can try to save/resume recording at certain time periods, but I'm not sure this is a good solution. Also, if you record with a helper app, this is simply not needed.
The helper app will record user actions on any application running in the operating system. For instance, if you are working on your tested app and some window (e.g. IM) pops up, it will record your actions on this window too. After importing the recorded tests to TestComplete, you will have to remove these "extra" commands from the test.