Why? Ok, so this is found footage, right? And we, as the movie-maker, are presenting it to the viewer? In which case, we need the audience to be absolutely sure who 'we' are. How did this stuff make its way to us? What's our interest in putting it out there? Have we edited it? In what way?

Alternatively, you can try taking the absolute opposite route: completely fade into the background, letting the film stand alone as a puzzling, credit-free curio. This is tricky, though, and requires far riskier guerilla distribution tactics - better to devise a plausible account of yourself beforehand, and deal with the spotlight from there.

See: The Last Horror Movie (in which you, the viewer, have allegedly rented a different film which has been mysteriously taped over! Argh!)

Don't: Try to make it any more clever or convoluted than the above example - you're on pretty thin ice already. Like, who rents tapes that can be recorded over any more? Think ahead...will your construct remain plausible in years to come?