It depends on your operating system:
Mac OS X
Press Command + Shift + 4, then draw a window of what you’d like to capture. Your screenshot will be saved on your desktop.
Windows 7
On Windows 7 there’s something called the Snipping Tool – I think you find it under Accessories. Easiest way is to search for it (via the Start Menu). I believe this also works on Windows Vista.
Windows XP
On XP and previous versions the Snipping Tool is not available. You’ll have to buy one to make it happen – Snagit is such a tool, but there are others.
Alternatively you can press the Control + Print Screen buttons to copy the entire current screen (with menu bar and all) into the clipboard. You can then paste this anywhere you like – for example an image editing software which will let you crop the important content out.