Mac: Recently we told you how to clear off your cluttered Mac desktop. But if you just want your Mac to stop saving your screenshots to your desktop, commenter Jägs has a solution. Just enter a couple of commands into your Mac's Terminal app, and your computer will create those images in a different folder.
To change your settings back, re-enter the command using the path to your desktop folder (or drag that folder from Finder).
Jäg also points to a free alternative to Declutter, a method using the built-in Automator app to automatically move desktop files into other folders.