Leon,
If you wish to capture the entire screen, simply press the Print Screen key on your keyboard. If you wish to contain the capture to just window (perhaps an application you're working in) use Alt+Print Screen. This copies the contents of the screen/window to a buffer. You then open up a new document (Photoshop/Word, etc.,) and then right-click->Paste, or use the Edit->Paste menu options.
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