Taking screen caps in Windows is not the most straightforward activity, at least out of the box. You hit Print Screen (or Alt-Print Screen to grab a window), paste it into your favourite image editing program, crop it and then save it out as a JPEG or PNG. Thankfully, NoVirusThanks's Desktop Hunter streamlines the entire process.
Once installed, you can open the app and configure options for shortcut keys, file formats and compression options. You can even specific an output folder, so screen caps are automatically converted to your desired format and saved off, ready for use.
It's extremely easy to use, though the configuration window is a little coarse compared to the program's starting front-end. That's a minor quibble and very excusable, considering the variety of settings you can tweak, including the GIF compression mode and bitmap bit-depth.
A nice addition would be the option to run the PNGs through an optimiser such as Ken Silverman's PNGOUT, but that can be taken care of manually via a batch file.