Use the button labeled "print screen" on your keyboard. This will take a screenshot. If you use alt + printscreen, you'll capture only the active window.
Then, you need to paste this into any graphics program (commonly: edit -> paste), crop off the unnecessary borders and save it. If you don't have a good program, try Paint Shop Pro from Jasc software. You can download a free 30-day trial shareware version from their site
www.jasc.com (or try another big shareware site like download.com or tucows.com).