Beginning with Vista, Microsoft started including a screen capture program which is nice. I used to have to download an external program, which wasn’t that big a deal, it’s just nice that they included one for you. (Okay, so I’m easily pleased.) You may not need it all that often, but it’s there when you do. It’s called the Snipping Tool and the icon is under Programs->Accessories. Once you have captured an image you can even use a highlighter or pen tool to mark it up.
There is one small caveat about this program which I learned the hard way. I was optimizing my desktop and went in to remove all the laptop components in Vista. It wasn’t until a month or so later that I wanted to use the Snipping Tool and couldn’t find it anywhere. It took some serious Google time to figure out where it went and how it had disappeared. Why Microsoft put it in the Laptop tools is a mystery to me. Go figure.