Windows 7 users: Press the Start button, type "snip", and then click "Snipping Tool". Click and drag a box around the area you want to capture and release your mouse. Choose the format you want to save your screen shot in.
Other Windows users: Press the Print Screen (or PrtScn) key on your keyboard to copy the entire screen to the clipboard. Press Alt-Print Screen to copy only the active window. Next you'll need to open an image editor. Microsoft Paint, which comes with Windows, is fine if you don't plan on doing any fancy editing. You can also download the free Irfanview, which is a stable utility that doubles a good image organizer. Create a new file and select Paste from the Edit menu. Then save the file to the format you need.
Press Command-Shift-3 to create a PNG of your entire screen. Press Command-Shift-4 to change the cursor to a cross, which you can click and drag to select an area of the screen to capture in a PNG file.