NOTE: I'll add more methods to this list, as needed.
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Screenshots in Windows
Method 1: The easiest method is to hit the PRTSCRN (print screen) button in Windows, then open an image editor (be it Photoshop or Paint), File > New to make a new file, and paste. You can crop and save as JPEG.
Method 2: Use an small software app like Greenshot: http://getgreenshot.org (freeware). It's a systray app (sits by clock), works nice.
Method 4: For still shots of videos, load the video into VirtualDub, go to Video > Copy (source or output) Frame to Clipboard. Open an image editor like Photoshop or Paint, File > New, and then paste. Save as JPEG. If VirtualDub will not open the video, VLC is an alternate option (Video > Snapshot). Some programs like WinDVD also have screencap options, but quality is not always accurate or true to the original. VirtualDub is, VLC can be (assuming you've not enabled filters or deinterlacing).
Method 2: If you're using a standard non-Apple "PC" keyboard, then you can also simply hit the PRTSCRN button, and then paste into an image editor like Photoshop.