As Powerless says, click the "Print-screen" and the image will be saved to your clipboard. Open an application, "Word" or "Paint and from the Edit button on the tool bar, choose "Paste". You can also right click on your mouse and choose paste from there.
Now that you have your image open, click on "File" and choose "Save" or "Save as" and save it to a folder of your choice, or print it out. j.
It is small enough to keep running always in the background, and you can setup a shortcut key to capture the screen . Whenever you press the shortcut key it will open with the captured screen or window. Then you can save it to a file.
It will remember the last used file format and directory, so if you're putting together help documentation with lots of shots of dialogue boxes it is quite handy.
I recommend saving screenshots in PNG or GIF format. JPG is not good for images containing text as it makes the text blurred.