You could use a screen grabber to store the pictures in .jpg format on your computer.
I allways use Faststone Capture. It is free. There are others.

If you are using Windows and a 'real keyboard', just use Alt-PrintScreen to paste the screen contents to the clipboard. Open Paint (included with Windows) and paste (Ctrl-V) the clipboard contents into Paint. Save As .jpg. Edit in your favourite image program (Paint, PS Elements, etc...)

No need for a dedicated screengrabber software if you only do this once in a while...