In Windows, there's a button labeled "Print Screen" that will capture it to yer clipboard. Paste it into yer favorite paint program to edit.
I usually keep Google's Picasa (free) running and when I press Print Screen, it will automatically capture it to my designated folder. After I capture all the screen caps I need, I can then go into Picasa, right click on each picture, and "Save a Copy" which will automatically convert it from a BMP file to a JPG file. I then delete the original screen BMP file.
