Thom,
the easy way, which I use, is to hit PrtScrn key to capture the whole screen. This brings it's own problems when, like me, you use two monitors as it captures both of them.
The other method of hitting Alt + PrtScrn only captures the 'active' window. This is usually the best option.
I then paste the captured image into an image-editing program and save as a *jpg or *gif. Using this method it is easy to combine multiple screenshots into a single image.
See examples.
Hope this helps, my friend.
James