WINDOWS VISTA
Copy any portion of your screen to a file!
Microsoft has added a new tool to the Home Premium and Ultimate versions of Windows Vista.  By using the Snipping Tool, you can select the area that you wish to save and copy it to the Clipboard or to a JPG file.

To open the Snipping Tool, from the Start Menu, go to All Programs | Accessories (or just type "snip" in the Start Menu search box).

BTW, in any version of Windows you can copy a screen shot to the Clipboard by pressing the PrtSc (Print Screen) key.  A copy of the active window is copied to the clipboard by pressing Alt-PrtSc.