Windows includes a screen capture/screenshot tool that is actually pretty decent. You can take region captures or full screenshots and easily save them using this tool.

Note: The snipping tool doesn't exist on every version of Vista. To turn it on, you'll have to go to "Turn Windows features on or off" in Control Panel, and check the box for the Tablet PC utilities.

The only problem with this tool is that there's no hotkey to bring up the window. But we'll fix that...

Bring up the Start Menu, and then click on All Programs. Click the Accessories folder, and you'll see the Snipping Tool. If you're using Windows 8, you'll need to go to the All Apps screen instead.

Right click it and go to the Properties screen. You'll see a Shortcut key text box:

The only annoying thing with this trick is that you can't use the PrintScreen key... but no big deal. I assigned Ctrl + F12 because that's something easy to remember that I don't use for anything else.