To capture the current window, type alt-print screen. Print-screen is a key on your keyboard. If you press print-screen only, it captures the entire screen.
The image is saved to the cut/paste clipboard.
Now go to your graphics program such as Photoshop, and select file->new and edit->paste. Photoshop will create a new image that is the right size, and paste the image into it.
If you have a recent version of windows, you can use the "Snipping Tool". This is found in Start -> All Programs -> Accessories. This will allow you to select the area you want to capture. Windows calls this a "snip". The image capture will be saved to the cut/paste clipboard. You can press the floppy disk icon to save it to the disk. More information may be found at http://www.wikihow.com/Take-a-Screenshot-in-Microsoft-Windows
Command-shift-4 starts a capture. Click the mouse to show the area you want to capture. It will be saved as an image file on your desktop.
Command-shift-3 will get a ful screen capture.